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  • A Modeling, White Noise Functional Approach
    Helge Holden; Bernt Øksendal; Jan Ubøe; Tusheng Zhang
    978-0-387-89488-1
    2010
    Edition 2
    • Focuses on the development of SPDEs and their application both to real-life problems and abstract mathematical topics
    • Includes new discussions of fractional Brownian motion, Lévy processes and Lévy random fields, and applications to finance
    • Provides an excellent introduction to the field and areas of current research
    • Exercises at the end of each chapter
    • Includes supplementary material: sn.pub/extras

    €419

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