Modelling with Stochastic Differential Equations
Important issues which arise when stochastic differential equations are used in applications are discussed in this chapter, in particular the appropriateness of the Ito or Stratonovich version of an equation. Stochastic stability, parametric estimation, stochastic control and filtering are also considered.
KeywordsLyapunov Exponent Stochastic Differential Equation Wiener Process Stochastic Stability Optimal Stochastic Control
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