Article | REF: AF105 V1

Stochastic Differential Equations

Author: Thierry CHONAVEL

Publication date: April 10, 2015, Review date: July 8, 2015

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7. Conclusion

We have seen in this article that, beyond the various mathematical tools and technical details, many useful integration or estimation operations concerning stochastic differential equations can be implemented relatively simply and efficiently. This makes it possible to envisage the use of SDEs in many engineering problems where the use of deterministic differential equations presents limitations.

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