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MODULE 3 - STOCHASTIC PROCESSES AND TIME SERIES
MODULE 3 - STOCHASTIC PROCESSES AND TIME SERIES
2008
Geoffrey R. Grimmett
David Stirzaker
Peter Watts Jones
P. Christopher Smith
Hodder Arnold
Sheldon M. Ross
Keywords:
Time reversibility
Mathematical optimization
Stochastic optimization
First-hitting-time model
Local time
Geometric Brownian motion
Stable process
Discrete-time stochastic process
Continuous-time stochastic process
Mathematics
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