Stochastic Di erential Equations - users.jyu.fi

One goal of the lecture is to study stochastic di erential equations (SDE’s). So let us start with a (hopefully) motivating example: Assume that X t is the share price of a company at time t 0 where we assume without loss of generality that X 0:= 1. To get an idea of the dynamics of X let us

Fullscreen Download

Tags:

Equations, Stochastic, Erential, Stochastic di erential equations

Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Transcription of Stochastic Di erential Equations - users.jyu.fi

Related search queries

Of Multiscale Methods for Stochastic Di erential, Of Multiscale Methods for Stochastic Di erential Equations, For stochastic di erential equations, Stochastic di, Numerical Solution of Stochastic Di erential Equations, Columbia University, Stochastic di erential equations, Chapter 4 Stochastic di erential equations, Chapter 4 Stochastic di↵erential equations, Approximation of Stochastic Partial Di erential Equations, Di erential equations, 1 Stochastic di⁄erential equations, Stochastic equations, Stochastic Di erential Equations and Integrating Factor, Stochastic, Stochastic di erential, Stochastic Di⁄erential Equations Exercises, Stochastic diﬁerential equations