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Sakhnovich, Lev A., author
The interconnection between probability and analysis also plays a central role in the present book. However, this book approach is mainly based on the application of analysis methods (the method of operator identities, integral equations theory, dual systems, integrable equations) to probability theory (Levy processes, M. Kac's problems, the principle...
Basel: Springer, 2012
e20420474
eBooks Universitas Indonesia Library
