Annotatie

Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines-

Flaptekst

This intuitive hands-on text introduces stochastic differential equations (SDEs) as motivated by applications in target tracking and medical technology, and covers their use in methodologies such as filtering, parameter estimation, and machine learning. Examples include applications of SDEs arising in physics and electrical engineering.