Applied Stochastic Differential Equations

Applied Stochastic Differential Equations
Author :
Publisher : Cambridge University Press
Total Pages : 327
Release :
ISBN-10 : 9781316510087
ISBN-13 : 1316510085
Rating : 4/5 (085 Downloads)

Book Synopsis Applied Stochastic Differential Equations by : Simo Särkkä

Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

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 and Diffusion Processes
Language: en
Pages: 480
Authors: S. Watanabe
Categories: Mathematics
Type: BOOK - Published: 2011-08-18 - Publisher: Elsevier

DOWNLOAD EBOOK

Stochastic Differential Equations and Diffusion Processes
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
On Stochastic Differential Equations
Language: en
Pages: 56
Authors: Kiyosi Itô
Categories: Differential equations
Type: BOOK - Published: 1951 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

Stochastic Differential Equations
Language: en
Pages: 252
Authors: Ludwig Arnold
Categories: Mathematics
Type: BOOK - Published: 1974-04-23 - Publisher: Wiley-Interscience

DOWNLOAD EBOOK

Fundamentals of probability theory; Markov processes and diffusion processes; Wiener process and white noise; Stochastic integrals; The stochastic integral as a