Stochastic Analysis and Applications

Stochastic Analysis and Applications

Author: Mark A. Pinsky
Publisher: CRC Press
Edition: 1
Published date: 2020
ISBN: 0824719069

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This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation.

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