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@sp_monte_carlo you might like having a gander at this one!
@sp_monte_carlo you might like having a gander at this one!
@jasondeanlee And the associated book is a goodie too. Maybe ch.9 on Brownian motion and the remarks in 9.9 on Ito calculus are the level you're looking for. https://t.co/RZG0r2gveK
Don't miss this Springer Textbook! You can read the chapter 'The Langevin Equation' for free until 2nd May. https://t.co/wJ52lyMQjd https://t.co/s2cN4gDO8T