Presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications. The book strikes a nice balance between mathematical formalism and intuitive arguments, a style that is most suited for...
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Presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications. The book strikes a nice balance between mathematical formalism and intuitive arguments, a style that is most suited for applied mathematicians.
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