In the article Random Ordinary Differential Equations, Journal of Equations Differentials 7, 538-553 (1970), by JL Strand, reference refers to his doctoral thesis: Stochastic Ordinary Differential Equations, University of California (Berkeley), 1968, and also to doctoral thesis: Random Ordinary Differential Equations, University of California (Berkeley), 1968, by R. Edsinger.
Do you know how to get these two doctoral theses or does anyone have these two papers?
The 2nd may be trace through https://www.worldcat.org/title/random-ordinary-differential-equations/oclc/25830173 .
This author have more items here: https://www.worldcat.org/search?q=au%3AEdsinger%2C+R.&qt=hot_author
I think follow these items via their Authors names.
Dear Guo,
It is possible you find this book here: https://www.goodreads.com/book/show/30235819-multiple-criteria-optimization
All the best,
Vasile
This may be of help.
https://mathoverflow.net/questions/315567/reference-from-the-article-random-ordinary-differential-equations-by-j-l-str
Strand's article can be found
Article Random ordinary differential equations
I assume maybe you're modelling maybe some quant observed system? That maybe a S.D.E? Maybe to make a transition pdf? That also could just be my availability bias speaking since that's what I'm working on now... But please email me, I might be looking into something interesting...
But for application of the models in cheap manners, I would definitely recommend P. Wilmott Intro to Quant Fin, 2nd edition. Mainly for the VBA and Python though, derivations using Ito's Lemma get a bit tedious and feel a little non-rigorous but, it works, lol go figures I'm an applied mathematician.@Vasile Lupulescu
Wilmott's book is very good for an introduction to financial mathematics. This book was very useful for me for an introductory course for economics students.
My email address is: [email protected]
All the best,
Vasile
see
Random Ordinary Differential Equations and Their Numerical Solution
Springer SingaporeXiaoying Han, Peter E. Kloeden (auth.)Year:2017
Random Differential Equations in Science and Engineering
Academic PressT.T. Soong (Eds.)Year:1973
Random Differential Equations in Science and Engineering
Academic PressT.T. Soong (Eds.)Year:1973
Random Ordinary Differential Equations and Their Numerical Solution
Springer SingaporeXiaoying Han, Peter E. Kloeden (auth.)Year:2017
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