Applied stochastic differential equations
By: Sarkka, Simo.
Contributor(s): Solin, Arno.
Material type:
BookSeries: Institute of Mathematical Statistics textbooks ; 10.Publisher: Cambridge : Cambridge University Press, 2019Description: ix, 316 p. ; ill., 23 cm.ISBN: 9781316649466.Subject(s): Stochastic differential equationsDDC classification: 315.350151923 Summary: Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines.
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| Books | 315.350151923 SAR (Browse shelf) | Available | 034213 |
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Includes bibliographical references and index.
Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines.
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