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Stochastic Analysis and Diffusion Processes - 9780199657070
- Item No : 314136793894
- Condition : Brand New
- Brand : No brand Info
- Seller : books--etc
- Current Bid : US $77.83
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* Item Description
- ISBN-13: 9780199657070, 978-0199657070. Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. The book proceeds to construct stochastic integrals, establish the It^o formula, and discuss its applications.
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