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Theory of Stochastic Processes - Gusak, Dmytro a Kukush, Alexander a Kulik, Alexey a Mishura, Yuliya a Pilipenko, Andrey

Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.

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