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Ma, Jin. author.
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and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with
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Liu, Dr. Baoding. author.
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readers with an axiomatic approach to deal with uncertainty. Mathematicians, researchers, engineers
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Mansuy, Roger. author.
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the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and
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easily, and more intuitively. The book includes introductory material for readers new to the area, as
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Ahlswede, Rudolf. author.
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can open a reader’s eyes to new interconnections.
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Giambene, Giovanni. author.
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readers with a correct understanding of fundamental methods to be applied in the analysis of
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Chen, Mu-Fa. author.
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readers are introduced to problems and application areas, including stochastic models of economy. Intended
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Stroock, Daniel W. author.
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countable state space, and a primary goal of mine in writing this book was to convince its readers that our
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Schmidli, Hanspeter. author.
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applications and to practitioners who want to learn more about how the method works. Readers should be familiar
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Kwok, Yue-Kuen. author.
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management. Starting from the renowned Black-Scholes-Merton formulation of option pricing model, readers are
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Evensen, Geir. author.
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knowledge of basic spatial statistics, Bayesian statistics, and calculus of variations. Readers will also
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Platen, Eckhard. author.
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rigorous introduction to quantitative finance for readers that have a reasonable mathematical or
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