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Chapter 1: Introduction
Chapter 2: A crash course in basic probability theory
Chapter 3: Brownian motion and “white noise”
Chapter 4: Stochastic integrals, Itˆ’s formula
Chapter 5: Stochastic differential equations
Chapter 6: Applications
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AN INTRODUCTION TO STOCHASTIC
DIFFERENTIAL EQUATIONS
VERSION 1.2
Lawrence C. Evans
DIFFERENTIAL EQUATIONS
VERSION 1.2
Lawrence C. Evans
Table of Contents
Chapter 2: A crash course in basic probability theory
Chapter 3: Brownian motion and “white noise”
Chapter 4: Stochastic integrals, Itˆ’s formula
Chapter 5: Stochastic differential equations
Chapter 6: Applications
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A microcontroller is an economical computer-on-a-chip built for dealing with specific tasks, such as displaying or receiving information through LEDs or remote controlled devices. The most commonly used set of microcontrollers belong to 8051 Family. 8051 Microcontrollers continue to remain a preferred choice for a vast community of hobbyists and professionals.