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Non-Linear diffusion processes and applications

Diffusion models are useful tools for quantifying the dynamics of continuously evolving processes. Using diffusion models it is possible to formulate compact descriptions for the dynamics of real-world processes in terms of stochastic differential equations. Despite the exibility of these models, th...

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Bibliographic Details
Main Author: Pienaar, Etienne A D
Other Authors: Varughese, Melvin
Format: Thesis
Language:English
Published: Department of Statistical Sciences 2017
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