Abstract
Stochastic differential equations arise when modeling prices of financial instruments, a variety of physical systems, and in many other branches of science. As we shall see in the next section, there is a deep relationship between stochastic differential equations and linear elliptic and parabolic partial differential equations.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
