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arXiv · 1407.7147

Understanding stochastic differential equations

Pat Muldowney
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Abstract

This essay explores the meaning of stochastic differential equations and stochastic integrals. It sets these subjects in a context of Riemann-Stieltjes integration. It is intended as a comment or supplement to \cite{MTRV}.

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Pat Muldowney. 2014-09-16. Understanding stochastic differential equations. https://arxiv.org/abs/1407.7147

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