Applied stochastic differential equations

Applied stochastic differential equations

by Särkkä, Simo

Type Book
Rate 0.0 /5
Details
Files
Reviews
Download

Title Statements

  • Full title :Applied stochastic differential equations / Simo Särkkä, Arno Solin.

Edition Statements

  • Publication Date:2019.

Publication Statements

The Physical Object

  • Description:1 online resource (ix, 316 pages) : : PDF file(s).

Edition Identifiers

  • ISBN:9781108186735, 1108186734, 9781316510087, 1316510085, 9781316649466, 1316649466
  • oclc:on1167853161
  • LC Classification:QA274.23
  • Dewey Decimal:315/.350151923

Table of Contents

Some background on ordinary differential equations -- Pragmatic introduction to stochastic differential equations -- Itô calculus and stochastic differential equations -- Probability distributions and statistics of SDEs -- Statistics of linear stochastic differential equations -- Useful theorems and formulas for SDEs -- Numerical simulation of SDEs -- Approximation of non-linear SDEs -- Filtering and smoothing theory -- Parameter estimation in SDE models -- Stochastic differential equations in machine learning.

Read More ↓

Subjects

Stochastic differential equations Stochastic differential equations -- Te… Textbooks

Writers

Särkkä, Simo Solin, Arno

More from this Series

Rate & Review

0.0/5
(0 people Voted)

No reviews yet. Be the first to rate this work.

Files & Downloads

No downloadable files are registered for this work yet.

Log in to request a copy