Introduction
What this guide covers
Introduction Introduction Advanced Analysis and Statistical Applications
Overview
Topics covered
- Introduction
- Stochastic Processes Advanced Topics
- Diffusions and Stochastic Differential Equations
- Existence and Uniqueness of Solutions
- Kolmogorov and Fokker-Planck equations
- Continuous Time Martingale Theory
Related concepts
Main connections
Compatible notation
Mathematical sample in LaTeX
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\dd X_t = \mu(t, X_t) \dd t + \sigma(t, X_t) \dd W_t, \qquad X_0 = \xi,