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Stochastic Calculus

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  • 792 pages
  • 28 hours of reading

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Chapters 6-9 present methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems.".

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Stochastic Calculus, Mircea Grigoriu

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Released
2002
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(Hardcover)
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