Abstract
Diffusion processes form a very important class of stochastic processes both because of the rich variety of theoretical results concerned with them and their numerous practical applications. They represent a large subclass of Markov processes discussed in § 6 Ch. I.
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Borodin, A.N. (2017). Diffusion Processes. In: Stochastic Processes. Probability and Its Applications. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-62310-8_4
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DOI: https://doi.org/10.1007/978-3-319-62310-8_4
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Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-62309-2
Online ISBN: 978-3-319-62310-8
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