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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