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  • Wei Liu; Michael Röckner
    978-3-319-22354-4
    2015
    Edition 1
    • A concise and as self-contained as possible introduction to the ‘variational approach’ of SPDEs
    • Provides a very detailed introduction to stochastic integration on Hilbert spaces
    • Includes a complete proof of the finite-dimensional case using the Euler approximation

    €419

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