Applied Stochastic Differential Equations
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Applied Stochastic Differential Equations
Author | : Simo Särkkä |
Publisher | : Cambridge University Press |
Total Pages | : 327 |
Release | : 2019-05-02 |
Genre | : Business & Economics |
ISBN | : 1316510085 |
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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Applied Stochastic Differential Equations Related Books
Language: en
Pages: 327
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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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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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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
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Type: BOOK - Published: 2013-02-07 - Publisher: John Wiley & Sons
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of m