This book is intended for university seniors and graduate students majoring in probability theory or mathematical financ
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Stochastic analysis is often understood as the analysis of functionals defined on the Wiener space, i.e., the space on w
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This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presen
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This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space
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This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the
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