Abstract
In this book we assume the reader to be familiar with the basic notions usually used in the probability theory, such as G-algebra, Borei sets, measurable map, measure, independence, and so on. In this section, for the sake of convenience of presentation, we give some definitions from the advanced probability theory and the theory of stochastic processes. For the sake of completeness we start with the following.
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© 1996 Springer Science+Business Media Dordrecht
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Gliklikh, Y.E. (1996). Introduction To Stochastic Analysis in Rn . In: Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics. Mathematics and Its Applications, vol 374. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-8634-4_2
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DOI: https://doi.org/10.1007/978-94-015-8634-4_2
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4731-1
Online ISBN: 978-94-015-8634-4
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