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New chapters of stochastic differential equations and Brownian motion and related processes. Chapter 10 - Random Evolutions. Extensive end of chapter exercises sets, 250 with answers. Chapter 1-9 of the new edition are identical to the previous edition.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.