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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Abstract Wiener spaces for pinned processes (e.g., Brownian Bridge)

In introductions to abstract Wiener spaces, the sample paths usually form a Banach space; so, in particular, the sum of two sample paths is a valid sample path and also an element of the Banach space. …
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