Mathematical Foundations · Differential Equations

Differential Equations · Finite Difference Equations

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Mathematical Analysis · Discrete Dynamic Systems

Overview

Topics covered

  • Introduction
  • Difference Equations
  • Fundamentals of Calculus in Finite Differences
  • Algebra of Operators and Commutation Relations
  • Decreasing Factor Powers and Calculation of Differences
  • Classification and Structure of Difference Equations

Related concepts

Main connections

  • Linear algebra & matrices
  • Calculus & differentiation
  • Conditional probability & independence
  • Residual analysis & diagnostics
  • Skewness & kurtosis
  • Survival analysis & Kaplan-Meier

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

Eyt=yt+1
View LaTeX source\Eop y_t = y_{t+1}