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0172-5939 en is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy..978-3-319-74017-1978-3-319-74018-8Series ISSN 0172-5939 Series E-ISSN 2191-6675