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本书系统地介绍概率论与随机过程的基本概念、基本方法、基本理论以及应用。全书分为八章。前四章介绍概率论的一般知识及应用,后四章介绍随机过程的一般知识及应用。该教材注重概念之间的联系和背景介绍,强调...
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LECTURE NOTES IN MATHEMATICS 1316: STOCHASTIC ANALYSIS AND RELATED TOPICS
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