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1. 

   HIGH-DIMENSIONAL NONLINEAR DIFFUSION STOCHASTIC PROCESSES

   Av Yevgeny Mamontov, Magnus Willander

   Inbunden, 2001

   2144 kr

   Tillfälligt slut

   This book is the first one devoted to high-dimensional (or large-scale) diffusion stochastic processes (DSPs) with nonlinear coefficients. These processes are closely associated with nonlinear Ito's stochastic ordinary differential equations (ISODEs) and with the space-discretized versions of …