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Exercises of Stochastic Processes - Simone Malacrida

Exercises of Stochastic Processes

By: Simone Malacrida

eBook | 9 February 2026

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In this book, exercises are carried out regarding the following mathematical topics:
Markov chains and Markovian stochastic processes
time-dependent and time-independent stochastic processes
random walks and Brownian motion
Initial theoretical hints are also presented to make the performance of the exercises understood.

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