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Birkhauser Stochastic Processes (Probability and Its Applications)

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Description

Gives a rigorous yet understandable presentation of the theory of stochastic processes Presents the theory of distributions of functionals of diffusions including local times, rarely found in literature Devotes serious attention to the Brownian local time Includes many examples and exercises

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
24 May 2018
Listed Since
28 May 2018

Barcode

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