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Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics)

Gopinath Kallianpur, P Sundar




[PDF.ba88] Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics)

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 | #2970226 in Books |  2014-02-06 |  2014-02-06 | Original language:English | PDF # 1 |  6.10 x.90 x9.20l,1.25 | File type: PDF | 368 pages

|| |Very readable Paul Taylor, Mathematics Today If I were giving a graduate course on this topic, then I would certainly use this book. Dave Applebaum, The Mathematical Gazette The book can be recommended for all specialists in probability and stochastic processe

Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic theory and offers a careful account of important research directions in Stochastic Analysis. The breadth and power of Stochastic Analysis, and probabilistic behavior of diffusion processes are told without compromising on the mathematical details.

Starting with the construction of stochastic proces...

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