Related Books
Language: en
Pages: 218
Pages: 218
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
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
Language: en
Pages: 327
Pages: 327
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.
Language: en
Pages: 444
Pages: 444
Type: BOOK - Published: 2006-05-06 - Publisher: Springer Science & Business Media
Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic
Language: en
Pages: 666
Pages: 666
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
Language: en
Pages: 248
Pages: 248
Type: BOOK - Published: 2014-06-20 - Publisher: Academic Press
Stochastic Differential Equations and Applications, Volume 1 covers the development of the basic theory of stochastic differential equation systems. This volume
