Applied Stochastic Differential Equations
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Language: en
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Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
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Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press
Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are u
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Pages: 666
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Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
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This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of m
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These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge abo