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Stochastic Differential Equations,In this paragraph we shall consider (real) random processes ξ(.), . ≥., characterized by the stochastic differential . where .), .) are non-random functions of the parameters . ≥ . and —∞ < . < ∞ .Arctic 发表于 2025-3-22 11:24:18
Diffusion Processes,Suppose that the probability densities .(., ., ., .), -∞ < . < ∞, depend on the parameters . > . > ., -∞ < . < ∞ in such a way, that the . holds: ..LOPE 发表于 2025-3-22 15:59:44
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https://doi.org/10.1007/978-3-642-72717-7Brownian motion; Markov process; Random variable; diffusion process; ergodic theory; filtration; random wa真实的人 发表于 2025-3-23 02:04:33
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