Applied stochastic differential equations /

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. This book is motivated by applications of stochastic differential e...

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Bibliographic Details
Main Authors: Särkkä, Simo (Author), Solin, Arno (Author)
Format: Electronic eBook
Language:English
Published: Cambridge : Cambridge University Press, 2019.
Series:Institute of Mathematical Statistics textbooks ; 10.
Subjects:
Online Access:CONNECT