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 (87 Downloads)

DOWNLOAD EBOOK

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

DOWNLOAD EBOOK

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

Language: en
Pages: 327

Applied Stochastic Differential Equations

Authors: Simo Särkkä

Categories: Mathematics

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

DOWNLOAD EBOOK

Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are u

Language: en
Pages: 220

Introduction to Stochastic Analysis

Authors: Vigirdas Mackevicius

Categories: Mathematics

Type: BOOK - Published: 2013-02-07 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of m

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

DOWNLOAD EBOOK

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas

Language: en
Pages: 218

Stochastic Differential Equations

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