Understanding stochastic differential equations
Probability
2014-09-17 v4
Abstract
This essay explores the meaning of stochastic differential equations and stochastic integrals. It sets these subjects in a context of Riemann-Stieltjes integration. It is intended as a comment or supplement to \cite{MTRV}.
Keywords
Cite
@article{arxiv.1407.7147,
title = {Understanding stochastic differential equations},
author = {Pat Muldowney},
journal= {arXiv preprint arXiv:1407.7147},
year = {2014}
}