Abstract
In the chapter that follows we will provide a reasonably systematic introduction to stochastic processes; we start, however, here by considering a particular stochastic process that is of particular importance both in the theory and in the applications.
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Chorin, A.J., Hald, O.H. (2009). Brownian Motion. In: Stochastic Tools in Mathematics and Science. Surveys and Tutorials in the Applied Mathematical Sciences, vol 1. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-1002-8_3
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DOI: https://doi.org/10.1007/978-1-4419-1002-8_3
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