Related Books

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.

DOWNLOAD EBOOK

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

DOWNLOAD EBOOK

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
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

DOWNLOAD EBOOK

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Applied Stochastic Differential Equations
Language: en
Pages: 327
Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Introduction to Stochastic Analysis
Language: en
Pages: 220
Authors: Vigirdas Mackevicius
Categories: Mathematics
Type: BOOK - Published: 2013-02-07 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of m