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Differential Equations Books . We hope students and teachers like these textbooks, notes and solution manuals.
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Stochastic Differential Equations written by Jesper Carlsson .
Title: Stochastic Differential Equations
Edition:
Author(s): Jesper Carlsson, Kyoung-Sook Moon, Anders Szepessy, Ra´ul Tempone and Georgios Zouraris
Publisher:
Series:
Year: 2018
Pages:
Type: PDF
Language: English
ISBN:
Country:
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Stochastic Differential Equations written by
Jesper Carlsson cover the following topics.
1. Introduction to Mathematical Models and their Analysis
2. Stochastic Integrals
3. Stochastic Differential Equations
4. The Feynman-K?ac Formula and the Black-Scholes Equation
5. The Monte-Carlo Method
6. Finite Difference Methods
7. The Finite Element Method and Lax-Milgram’s Theorem
8. Markov Chains, Duality and Dynamic Programming
9. Optimal Control and Inverse Problems
10. Rare Events and Reactions in SDE
11. Molecular Dynamics
12. Appendices
13. Recommended Reading
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