N. Kolmogorov and S. V. Ulam. The book "Динамика стохастических систем" (Dynamics of Stochastic Systems) by A. N. Kolmogorov and S. V. Ulam is a groundbreaking work that explores the dynamics of stochastic systems, providing a comprehensive framework for understanding the behavior of complex systems that are subject to random fluctuations. The authors present a rigorous mathematical treatment of the subject, drawing on their extensive experience in probability theory and statistical mechanics. The book is divided into four parts, each of which delves into a different aspect of stochastic dynamics. Part One: Introduction The first part of the book provides an overview of the fundamental concepts and techniques used throughout the text. It begins with an introduction to the basic principles of probability theory and stochastic processes, laying the foundation for the more advanced topics covered later in the book. The authors also discuss the importance of studying stochastic dynamics and its relevance to various fields such as physics, biology, and finance.

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