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A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process.SDEs are used to model various phenomena such as unstable stock prices or physical systems subject to thermal fluctuations.Typically, SDEs contain a variable which represents random white noise calculated as ... The First Year Beauty and the Beast and Other Fairy Tales (Dover Childrens Evergre... El Mono Gramatico El hombre de la calle It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of ... 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