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Today we're gonna solve some SDEs using the method Variation of Parameters.
Affiliate links:
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 About the course
1:15 Book Recommendations
3:22 Example 1
8:15 Example 2
12:12 Example 3
16:33 Exercise
18:13 Discussion on the constants
Негізгі бет Ғылым және технология Stochastic Calculus Simplified: Variation of Parameters
Пікірлер: 12