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  • STOCHASTIC INTEGRALS
    ebook
    STOCHASTIC INTEGRALS
    H. P. MCKEAN
    Stochastic Integrals discusses one area of diffusion processes: the differential and integral calculus based upon the Brownian motion. The book reviews Gaussian families, construction of the Brownian motion, the simplest properties of the Brownian motion, Martingale inequality, and the law of the iterated logarithm. It also discusses the definition of the stochastic integral by...

    $425.00

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