Stochastic integrals
In: Probability and mathematical statistics 5
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In: Probability and mathematical statistics 5
In: Wiley series in probability and statistics
In: Wiley-Interscience paperback series
In: CORE discussion paper 9569
In: Universitext
In: Chapman & Hall/CRC financial mathematics series
In: A Chapman & Hall book
In: Probability and its applications
In: Institute of Mathematical Statistics textbooks 10
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