Trends in stochastic analysis

Trends in stochastic analysis

by Peter Mörters, Jochen Blath

Book 353 of London Mathematical Society lecture note series --

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About
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. The articles cover a wide range of topics, from an alternative set-up of rigorous probability to the sampling of conditioned diffusions.

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