Applied Stochastic Differential Equations

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
Language: en
Pages: 327
Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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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.
Stochastic Differential Equations
Language: en
Pages: 218
Authors: Bernt Oksendal
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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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
Singular Stochastic Differential Equations
Language: en
Pages: 270
Authors: Alexander S. Cherny
Categories: Stochastic differential equations
Type: BOOK - Published: 2005 - Publisher: Springer Science & Business Media

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Numerical Solution of Stochastic Differential Equations
Language: en
Pages: 666
Authors: Peter E. Kloeden
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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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
An Introduction to Stochastic Differential Equations
Language: en
Pages: 161
Authors: Lawrence C. Evans
Categories: Mathematics
Type: BOOK - Published: 2012-12-11 - Publisher: American Mathematical Soc.

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These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for model