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Notes from the course of Stochastic Differential Equations. Year 2024-2025

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Notes from Stochastic Differential Equations

To compile the document, run pdflatex main.tex.

Tip

In the Release section of this page, you may find the compiled pdf version.

Warning

This is the result of notes taken during the course, transcribed and partially reviewed while preparing for the exam. As a result, it will inevitably contain errors and inaccuracies. No instructor has reviewed the content. Therefore, use it at your discretion and responsibly.

Suggestions and corrections are always welcome; you can open an issue or submit a Pull Request.

License

This work is licensed under the Creative Commons BY-NC-SA 4.0 license.

In summary: you can share the contents of the book, in whole or in part, and make your modifications, provided you credit the source, share the modifications under the same license, and do not use the material for commercial purposes (e.g., printing the book for resale is not allowed).

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Notes from the course of Stochastic Differential Equations. Year 2024-2025

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