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Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element o
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As in the case of the two previous volumes published in 1986 and 1997, the purpose of this monograph is to focus the interplay between real (functional) analysi
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Pattern theory is a field in applied mathematics that analyzes all types of signals that the world presents to us. For each chapter, the authors present a real-
Stochastic Analysis, Stochastic Systems, and Applications to Finance
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This classic text offers a clear exposition of modern probability theory.