The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are u
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of m
Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic