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Probability theory / Stochastic processes / Mathematical analysis / Probability / Brownian motion / It calculus / FeynmanKac formula / Stochastic calculus / Quadratic variation / Lvy process / It diffusion / Wiener process


8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori
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Document Date: 2012-10-05 03:43:56


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