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Here, we've got an older book that still has some value in that it offers an entirely self-contained introduction to probability. It'll take you all the way to stochastic differential equations. It's a little dated and has no solutions but it does something unique and warrants a video.
Affiliate Links:
Intro to Probability and Stochastic Processes by Melsa and Sage: amzn.to/42zsvcG
Stochastic Differential Equations by Friedman: amzn.to/3UxP0wI
Stochastic Calculus by Klebaner: amzn.to/3HTz7sV
Stochastic Calculus by Calin: amzn.to/3SHgDRE
Stochastic Processes and Filtering Theory by Jazwinski: amzn.to/48dN0Nx
Nonlinear Filtering and Smoothing Krishnan: amzn.to/3OCUC5d
Timestamps
0:00 Audience, Prereq. And More
1:50 Probability Chapters
3:55 Stochastic Processes Chapters
5:30 Other Stochastic Calculus From Dover
6:26 Outro
Негізгі бет Ғылым және технология From Probability to Stochastic Differential Equations - Melsa and Sage
Пікірлер: 8