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Approach your problems from the right end and begin with the answers. Then one day, perhaps you will find the final answer. "The Hermit Clad In Crane Feathers"
Theory and Applications of Stochastic Processes
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Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry,
Stochastic Differential Systems Analysis and Filtering
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Gives applied methods for studying stochastic differential systems--in particular, the methods for finding the finite-dimensional distributions of the state vec
Stochastic Evolution Systems
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This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of
Stochastic Systems: Theory And Applications
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This book presents the general theory and basic methods of linear and nonlinear stochastic systems (StS) i.e. dynamical systems described by stochastic finite-