This package gives an introduction to applied stochastic methods: starting with the Brownian process, stochastic calculus and SDEs, to exploring the connection from PDEs and SDEs and finding methods to approximate complex systems of SDEs to simpler and solvable ones. Finally it introduces linear re...
[Show more]
Providing an introduction to stochasticity, the Brownian process and stochastic calculus to implement fundamental methods to solve stochastic differential equations
Preview 2 out of 14 pages
Add to cartProviding an introduction to stochasticity, the Brownian process and stochastic calculus to implement fundamental methods to solve stochastic differential equations
Providing methods to approximate complex systems of stochastic differential equations to simpler ones that can be solved
Preview 2 out of 15 pages
Add to cartProviding methods to approximate complex systems of stochastic differential equations to simpler ones that can be solved
Investigating the connection between stochastic differential equations and partial differential equations in order to use PDEs to solve or find characteristics of the SDE and viceversa
Preview 3 out of 18 pages
Add to cartInvestigating the connection between stochastic differential equations and partial differential equations in order to use PDEs to solve or find characteristics of the SDE and viceversa
Providing methods to use the known past behaviour of a stochastic process in order to predict its response to a perturbation
Preview 1 out of 4 pages
Add to cartProviding methods to use the known past behaviour of a stochastic process in order to predict its response to a perturbation
Stuvia customers have reviewed more than 700,000 summaries. This how you know that you are buying the best documents.
You can quickly pay through credit card or Stuvia-credit for the summaries. There is no membership needed.
Your fellow students write the study notes themselves, which is why the documents are always reliable and up-to-date. This ensures you quickly get to the core!
You get a PDF, available immediately after your purchase. The purchased document is accessible anytime, anywhere and indefinitely through your profile.
Our satisfaction guarantee ensures that you always find a study document that suits you well. You fill out a form, and our customer service team takes care of the rest.
Stuvia is a marketplace, so you are not buying this document from us, but from seller eleonoraagostinelli. Stuvia facilitates payment to the seller.
No, you only buy these notes for $20.02. You're not tied to anything after your purchase.
4.6 stars on Google & Trustpilot (+1000 reviews)
93608 documents were sold in the last 30 days
Founded in 2010, the go-to place to buy study notes for 14 years now