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Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app
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Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Wi
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This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for Ph
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This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provid
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This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk,
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