Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successfu……続きを見る
This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the n-th Brownian motion is reflected from the Brownian moti……続きを見る
