Handbook of Brownian Motion - Facts and Formulae
Probability and its applicationsPublished 1 January 2002
A. N. Borodin, Paavo Salminen
Citations1,071
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Abstract
There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distribut
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Mathematics