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Coauthor with <Arno Solin> of a textbook on applied <stochastic differential equations>. Its examples connect linear stochastic models with transition distributions and stationary <covariances>.<Applied Stochastic Differential Equations by Simo Särkkä and Arno Solin>[author attribution and the named work’s subject]{ref}


Simo Särkkä

Work by Simo Särkkä

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