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Results tagged with stochastic-calculus
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user 36246
Stochastic calculus provides a consistent theory of integration for stochastic processes and is used to model random systems. Its applications range from statistical physics to quantitative finance.
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Does this book use non-mainstream stochastic analysis constructions and is thus perhaps not ...
I'm attempting to read a book on stochastic calculus by D.H. Fremlin, which is the 6th volume of his treatise on measure theory encompassing all kinds of topics related it.
Before I make a very signif …
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