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Language: en
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Type: BOOK - Published: 1986 - Publisher:
Language: en
Pages: 79
Pages: 79
Type: BOOK - Published: 1984-01-01 - Publisher: SIAM
A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz s
Language: en
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Pages: 156
Type: BOOK - Published: 2000 - Publisher: World Scientific
There has been a tremendous growth in the volume of financial transactions based on mathematics, reflecting the confidence in the Nobel-Prize-winning Black-Scho
Language: en
Pages: 197
Pages: 197
Type: BOOK - Published: 1984 - Publisher: American Mathematical Soc.
This monograph uses Robinson's infinitesimal (i.e., nonstandard) analysis to study stochastic integral equations with respect to a Brownian motion. By using a c