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Applied Stochastic Differential Equations - MaRDI portal

Applied Stochastic Differential Equations (Q4644596)

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scientific article; zbMATH DE number 6998030
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English
Applied Stochastic Differential Equations
scientific article; zbMATH DE number 6998030

    Statements

    title
    Applied Stochastic Differential Equations (English)
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    author
    Simo Särkkä
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    Arno Solin
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    publication date
    8 January 2019
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    zbMATH Keywords
    stochastic differential equations
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    Feynman-Kac formula
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    Identifiers

    DOI
    10.1017/9781108186735
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    zbMATH DE Number
    6998030
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    OpenAlex ID
    W4211127940
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