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Front cover of Brownian motion and stochastic calculus by Ioannis Karatzas

7 editions

1988 first published

III · Science

Brownian motion and stochastic calculus

Name: Brownian motion and stochastic calculus
Author: Ioannis Karatzas

by Ioannis Karatzas

Subjects Brownian motion processes · Stochastic analysis · Brownsche Bewegung · Processus stochastique · Équation différentielle stochastique · Processus de Mouvement brownien

Language ENG

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