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Lectures on Topics in Stochastic Differential Equations
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Lectures on Topics in Stochastic Differential Equations
by Daniel W. Stroock
Publisher: Tata Institute of Fundamental Research 1982
ISBN/ASIN: 3540115498
ISBN-13: 9783540115496
Number of pages: 93
Description:
The author's purpose in these lectures was to provide some insight into the properties of solutions to stochastic differential equations. In order to read these notes, one need only know the basic Ito theory of stochastic integrals.