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MATERIAL FOR A SEMINAR ON DISCRETE AND CONTINUOUS LINEAR STOCHASTIC MODELS
Lecture Slides: The Correspondence between Stochastic Linear Difference and Differential Equations
Text: The Correspondence between Stochastic Linear Difference and Differential Equations
Text: Manual for the Program CONCRETE.PAS for Investigating Discrete and Continuous Linear Dynamic Models
Text: Manual for the CONTEXT.PAS for Plotting the Contours of a Criterion Function
Program: CONCRETE,PAS: a Zip File
Program: CONTEXT,PAS: a Zip File