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Generalized diffusion processes
Diffusion processes serve as a mathematical model for the physical phenomenon of diffusion. One of the most important problems in the theory of diffusion processes is the development of methods for constructing these processes from a given diffusion matrix and a given drift vector. Focusing on the i...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
American Mathematical Society
1990
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2713808 |