Stochastic Differential Equations

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Applied Stochastic Differential Equations

Author	: Simo Särkkä
Publisher	: Cambridge University Press
Total Pages	: 327
Release	: 2019-05-02
ISBN-10	: 9781316510087
ISBN-13	: 1316510085
Rating	: 4/5 (085 Downloads)

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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

Language: en
Pages: 327

Applied Stochastic Differential Equations

Authors: Simo Särkkä

Categories: Business & Economics

Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Language: en
Pages: 218

Stochastic Differential Equations

Authors: Bernt Oksendal

Categories: Mathematics

Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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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

Language: en
Pages: 418

Malliavin Calculus for Lévy Processes with Applications to Finance

Authors: Giulia Di Nunno

Categories: Mathematics

Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media

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This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th

Language: en
Pages: 666

Numerical Solution of Stochastic Differential Equations

Authors: Peter E. Kloeden

Categories: Mathematics

Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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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

Language: en
Pages: 151

An Introduction to Stochastic Differential Equations

Authors: Lawrence C. Evans

Categories: Mathematics

Type: BOOK - Published: 2012-12-11 - Publisher: American Mathematical Soc.

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These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for model