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"stochastic differential equation" » "stochastic differential equations", "stochastic difference equations"

1
by Friz, Peter K., Hairer, Martin
Published 2014
Springer International Publishing
Table of Contents: ... differential equations -- Gaussian rough paths -- Cameron–Martin regularity and applications -- Stochastic...

2
by Friz, Peter K., Hairer, Martin
Published 2020
Springer International Publishing
Table of Contents: ... -- 9 Stochastic differential equations -- 10 Gaussian rough paths -- 11 Cameron–Martin regularity...