A comprehensive introduction to the core issues of stochastic differential equations and their effective application Introduction to Stochastic Differential Equ

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic in

A comprehensive introduction to the core issues of stochastic differential equations and their effective application Introduction to Stochastic Differential Equ

These notes are based on a postgraduate course I gave on stochastic differential equations at Edinburgh University in the spring 1982. No previous knowledge abo

A beginner’s guide to stochastic growth modeling The chief advantage of stochastic growth models over deterministic models is that they combine both determini