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Stochastic Calculus: A Practical Introduction by Durrett, Durrett Durrett, Richard Durrett

Stochastic Calculus: A Practical Introduction

Probability and Stochastics

Durrett, Durrett Durrett, Richard Durrett

341 pages missing pub info (view editions)

nonfiction mathematics
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This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial dif...

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