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Stochastic Calculus by Calin 2nd ed: amzn.to/46xZ6Ae
Applied SDE by Solin and Sarkka: amzn.to/46z83cj
Stochastic Calculus by Klebaner 3rd: amzn.to/47zeIoa
Stochastic Differential Equations by Oksendal 6th ed.: amzn.to/3SX796f
Timestamps:
0:00 Intro
0:58 About the Books
1:34 ODE Review
5:15 Linear SDE
6:34 Example 1
10:16 Example 2
16:33 Exercise
17:48 Two Important SDE
Негізгі бет Ғылым және технология Stochastic Calculus Simplified Part 5: Linear Stochastic Differential Equations
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