Difference (and Differential) Equations

  • R. J. O’Brien
  • G. G. Garcia


This chapter is not an attempt to give the reader a thorough understanding of methods of solving difference and differential equations. There are a number of excellent texts, for example Goldberg (1958) and Piaggio (1952).


Difference Equation Arbitrary Constant Multiplier Model Short Rate Complementary Function 
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Copyright information

© R. J. O’Brien and G. G. Garcia 1971

Authors and Affiliations

  • R. J. O’Brien
    • 1
  • G. G. Garcia
    • 2
  1. 1.University of SouthamptonUK
  2. 2.University of SouthamptonUK

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