Applications to Stochastic Ordinary Differential Equations
As mentioned in the introduction, the framework that we developed in Chapter 2 for the main purpose of solving stochastic partial differential equations, can also be used to obtain new results – as well as new proofs of old results – for stochastic ordinary differential equations. In this chapter we will illustrate this by discussing some important examples.
KeywordsBrownian Motion Sample Path Geometric Brownian Motion Stochastic Environment Ordinary Product
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