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Chapter 7: Stochastic Integral and Diffusion Processes
https://doi.org/10.1142/9789814740319_0007Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Stochastic Integral
Itô’s Formula
Stochastic Differential Equation (SDE) (Dimension One)
One-Dimensional Diffusion Process
Supplements and Exercises
