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This introduction to stochastic analysis starts with an introduction to Brownian motion. In classical analysis, the solution of an ordinary dif- ferential equation x′(t) = f(t,x(t)) is a function, that can be approximated locally for tclose to t0 by the linear function x(t0) +f(t0,x(t0))(t− t0).

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Serving as the foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus, Introduction to Stochastic Modeling, Fourth Edition, bridges the gap between basic probability and an intermediate level course in stochastic processes.

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