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On stochastic models of physical systems: Diffusion and (alpha-stable) Levy processes
On stochastic models of physical systems: Diffusion and (alpha-stable) Levy processes
2009
Cecile Penland
Keywords:
Stochastic partial differential equation
Diffusion equation
Mathematical analysis
Ornstein–Uhlenbeck process
Financial economics
Stochastic modelling
Local time
Stochastic differential equation
Mathematics
Diffusion process
Continuous-time stochastic process
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