TY  - BOOK
AU  - Sarkka, Simo
AU  - Solin, Arno 
TI  - Applied stochastic differential equations
SN  - 9781316649466
AV  - QA 274.23 .S27 2019  
PY  - 2019///
CY  - Cambridge, United Kingdom
PB  - Cambridge University Press
KW  - STOCHASTIC DIFFERENTIAL EQUATIONS
N1  - Includes bibliographical references and index; Some background on ordinary differential equations --  Pragmatic introduction to stochastic differential equations --  It├┤ 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
N2  - Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines
ER  -