Titlebook: Continuous Martingales and Brownian Motion; Daniel Revuz,Marc Yor Book 19911st edition Springer-Verlag Berlin Heidelberg 1991 Brownian mot

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0072-7830 is in the intersec- tioll of many fundamental classes of processes. It is a continuous martingale, a Gaussian process, a Markov process or more specifically a process with in- dependent increments; it can actually be defined, up to simple transformations, as the real-valued, centered process with in

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Book 2022 Sciences (IPME RAS) on the occasion of the 30th anniversary of the establishment of the Institute. The IPME RAS is one of the leading research institutes of the Russian Academy of Sciences and consists of 18 research units (laboratories). The chapters cover the main research directions of the insti

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Symbols that Bind, Symbols that Divide the proposed algorithm has been carried out by taking the peak signal to noise ratio (PSNR) and mean square error (MSE) as two parameters. Experimental results demonstrate the efficiency and effectiveness of the proposed algorithm.

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Discovering Valuable User Behavior Patterns in Mobile Commerce Environmentslity mobile sequential patterns in this study. A novel algorithm called .. (.) is proposed to efficiently find high utility mobile sequential patterns. The experimental results show that the proposed algorithm has excellent performance under various system conditions.

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Gordon H. Guyatt MD, MsC, FRCPCalysis in both urban and rural environments confirms the success in the selection of this technology and opens new challenges for developing useful applications in several domains as for example smart cities, smart-health, smart factory, remote monitoring, precision agriculture, energy management an

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Natasha Tang Kaiery interesting physicochemical properties. Thorium nitrate, the other well-investigated compound, is of importance because it is (in the form of an adduct with tri-n-butylphosphate) the extracted compound when burnt-up thorium fuels are reprocessed. Despite the wealth of accumulated data on the chemical and 978-3-662-06332-3978-3-662-06330-9