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Stochastic integrals
This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. -E. B. Dynkin, Mathematical Reviews This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation...
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| Lenguaje: | eng |
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American Mathematical Society
2005
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| Acceso en línea: | http://cds.cern.ch/record/2264126 |