Abstract
To convince the reader that stochastic differential equations is an important subject let us mention some situations where such equations appear and can be used:
-
(A)
Stochastic analogs of classical differential equations If we allow for some randomness in some of the coefficients of a differential equation we often obtain a more realistic mathematical model of the situation.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1992 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Øksendal, B. (1992). Introduction. In: Stochastic Differential Equations. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-02847-6_1
Download citation
DOI: https://doi.org/10.1007/978-3-662-02847-6_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-53335-1
Online ISBN: 978-3-662-02847-6
eBook Packages: Springer Book Archive