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Stochastic differential equation

Differential Equations -> Stochastic differential equationSearch on Amazon


Stochastic Differential Equations: Models and Numerics
Author: Carlsson, Moon, Szepessy, Tempone, Zouraris  Language:
The goal of this course is to give useful understanding for solving problems formulated by stochastic differential equations models in science, engineering and mathematical finance. Typically, these . . . . .
Stochastic Differential Equations
Author: chu-ching Haung  Language:
This lecture is designed for the persons who want to develop p rofessional skill in stochastic cal- culus and its application to problems in finance but donít inv olve in too much mathematics. As . . . . .

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