Search Results for: Stochastic Differential Equations

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

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

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

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic

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