Stochastic Analysis and Applications

Stochastic Analysis and Applications

Auteur: Mark A. Pinsky
Éditeur: CRC Press
Édition: 1
Année de publication: 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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