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  • Diffusion Processes, the Fokker-Planck and Langevin Equations
    Grigorios A. Pavliotis
    978-1-4939-1323-7
    2014
    Edition 1
    • One of the first textbooks addressing modern stochastic methods which is addressed for the applied mathematician, scientist and engineer
    • Includes many exercises and references/links to current research topics covered in the books
    • Class tested for many years in the UK and in Germany
    • Several techniques for studying stochastic processes in continuous time are presented

    €419

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