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Probability and Stochastic Processes [Knill] - mklabgr - 02-02-2025
Probability and Stochastic Processes with Applications
Oliver Knill
Summary This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, Vlasov dynamics, multi-dimensional moment problems, random maps
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