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Handbook of Brownian Motion
Av Paavo Salminen, Andrei Borodin
E-bok, 2012
1174 kr
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There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re lated processes. The primary aim of this book is to …