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Introduction to the theory of diffusion processes
Focusing on one of the major branches of probability theory, this book treats the large class of processes with continuous sample paths that possess the "Markov property". The exposition is based on the theory of stochastic analysis. The diffusion processes discussed are interpreted as sol...
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| Lenguaje: | eng |
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American Mathematical Society
1994
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| Acceso en línea: | http://cds.cern.ch/record/2713790 |