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Applied stochastic analysis
This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications (e.g., the con...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
American Mathematical Society
2019
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2685935 |