Abstract
In chapter 1 we started from the Brownian motion and the Ornstein-Uhlenbeck process, explaining some of their classical context in molecular physics and economy. These two processes are generalized by diffusion processes.
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© 1990 Springer Fachmedien Wiesbaden
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von Weizsäcker, H., Winkler, G. (1990). Towards Diffusions. In: Stochastic Integrals. Advanced Lectures in Mathematics. Vieweg+Teubner Verlag, Wiesbaden. https://doi.org/10.1007/978-3-663-13923-2_12
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DOI: https://doi.org/10.1007/978-3-663-13923-2_12
Publisher Name: Vieweg+Teubner Verlag, Wiesbaden
Print ISBN: 978-3-528-06310-8
Online ISBN: 978-3-663-13923-2
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