The subject of stochastic differential equations is highly technical. However, to make this chapter as accessible as possible, the presentation is mostly on a heuristic level. On occasion, when deeper theoretical results are needed, the reader is referred to an appropriate text for details. Suggestions for further reading are given at the end of the chapter.
CITATION STYLE
Gubner, J. A. (2010). Stochastic differential equations. In The Control Systems Handbook: Control System Advanced Methods, Second Edition (pp. 1333–1352). CRC Press. https://doi.org/10.1201/b10384
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