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Features
Quickly and concisely builds from basic probability theory to advanced topics
Suitable as a primary text for an advanced course in diffusion processes and stochastic differential equations
Useful as supplementary reading across a range of topics.
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Features
Quickly and concisely builds from basic probability theory to advanced topics
Suitable as a primary text for an advanced course in diffusion processes and stochastic differential equations
Useful as supplementary reading across a range of topics.