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Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press
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Type: BOOK - Published: 2014-06-20 - Publisher: Academic Press
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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
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Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic
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The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
