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Introduction to stochastic analysis: integrals and differential equations
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, rat...
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Lenguaje: | eng |
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Wiley-ISTE
2013
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Acceso en línea: | http://cds.cern.ch/record/1616867 |