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This is a literature study of strong solutions and weak solutions of a stochastic differential equation. For the purpose, we study probability theory which underlies the subject: stochastic processes, filtration, Brownian motion, Ito integral and stochastic differential equations. We also compare co...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/11182 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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