Applied Stochastic Differential Equations
3 Pragmatic Introduction to Stochastic Differential Equations 23 3.1 Stochastic Processes in Physics, Engineering, and Other Fields 23 3.2 Differential Equations with Driving White Noise 33 3.3 Heuristic Solutions of Linear SDEs 36 3.4 Heuristic Solutions of Nonlinear SDEs 39 3.5 The Problem of Solution Existence and Uniqueness 40 3.6 Exercises 40
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