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
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
Theory of Stochastic Differential Equations with Jumps and Applications
Language: en
Pages: 444
Authors: Rong SITU
Categories: Technology & Engineering
Type: BOOK - Published: 2006-05-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic
Forward-Backward Stochastic Differential Equations and their Applications
Language: en
Pages: 278
Authors: Jin Ma
Categories: Mathematics
Type: BOOK - Published: 2007-04-24 - Publisher: Springer

DOWNLOAD EBOOK

This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the
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