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Lectures on Stochastic Processes
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Lectures on Stochastic Processes
by K. Ito
Publisher: Tata Institute of Fundamental Research 1960
Number of pages: 207
Description:
In this course of lectures the author discusses the elementary parts of Stochastic Processes from the view point of Markov Processes. Topics covered: Markov Processes; Srong Markov Processes; Multi-dimensional Brownian Motion; Additive Processes; Stochastic Differential Equations; Linear Diffusion.