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An introduction to stochastic differential equations
These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic....
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| Lenguaje: | eng |
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American Mathematical Society
2014
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| Acceso en línea: | http://cds.cern.ch/record/2230412 |