Related Books

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.
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
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

DOWNLOAD EBOOK

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
Backward Stochastic Differential Equations
Language: en
Pages: 392
Authors: Jianfeng Zhang
Categories: Mathematics
Type: BOOK - Published: 2017-08-22 - Publisher: Springer

DOWNLOAD EBOOK

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection w