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  • E. Allen
    978-1-4020-5953-7
    2007
    Edition 1
    • A procedure is thoroughly explained for constructing realistic stochastic differential equation models
    • Many stochastic differential equation models are developed for randomly varying systems in biology, physics, and finance
    • Random variables, stochastic processes, stochastic integration, and stochastic differential equations are explained in a Hilbert space setting which unifies and simplifies the presentation
    • The text is useful for researchers and graduate students with many interesting exercises and computer programs provided throughout the text

    €180

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