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Non-Linear Transformations of Stochastic Processes

P. I. Kuznetsov , R. L. Stratonovich , V. I. Tikhonov

Non-Linear Transformations of Stochastic Processes focuses on the approaches, methodologies, transformations, and computations involved in the non-linear transformations of stochastic processes. The selection first underscores some problems of the theory of stochastic...