000			01502nam a2200241Ia 4500
003			NULRC
005			20250520103014.0
008			250520s9999 xx 000 0 und d
020			_a9781316649466
040			_cNULRC
050			_aQA 274.23 .S27 2019
100			_aSarkka, Simo _eauthor
245		0	_aApplied stochastic differential equations / _cSimo Sarkka and Arno Solin
260			_aCambridge, United Kingdom : _bCambridge University Press, _cc2019
300			_aix, 316 pages : _billustrations ; _c23 cm.
365			_bUSD38
504			_aIncludes bibliographical references and index.
505			_aSome 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.
520			_aStochastic 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.
650			_aSTOCHASTIC DIFFERENTIAL EQUATIONS
700			_aSolin, Arno _eco-author
942			_2lcc _cBK
999			_c21160 _d21160