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Introduction to the Theory of Diffusion Processes (Translations of Mathematical Monographs)

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Description

Presents the basic elements of the theory of diffusion processes, for readers with no knowledge of probability theory or stochastic processes. Prerequisites are second-year university mathematics and a knowledge of one-dimensional Lebesgue measures. The diffusion processes are interpreted as solutions of It('s stochastic integral equations. Translated from an original Russian manuscript. Annotation copyright Book News, Inc. Portland, Or.

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Format
paperback
Domain
Amazon UK
Release Date
23 March 1995
Listed Since
17 December 2006

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