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  • STOCHASTIC CALCULUS
    ebook
    STOCHASTIC CALCULUS
    RICHARD DURRETT
    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 differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional ca...

    $4,500.00

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