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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Date: 2012-10-05 03:43:56 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 Add to Reading List Source URL: www.cmap.polytechnique.fr Download Document from Source Website File Size: 185,24 KB Share Document on Facebook

	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 DocID: 1rrfB - View Document
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