Stochastic Processes

Eduardo Souza de Cursi ()
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Eduardo Souza de Cursi: INSA Rouen Normandie

Chapter Chapter 4 in Uncertainty Quantification using R, 2023, pp 359-501 from Springer

Abstract: Abstract In this chapter, we consider stochastic processes, with a focus on MA, AR, ARMA, diffusion processes, Ito’s stochastic integrals, and Ito’s stochastic differential equations.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-031-17785-9_4

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DOI: 10.1007/978-3-031-17785-9_4

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