Spatially-varying Stochastic
Differential Equations
with Applications to the Biological Sciences
Statistical Inference for Stochastic Differential Equations
Notes:
Introduction to Stochastic Differential Equations
Statistical Inference for Stochastic Differential Equations
References:
Statistics of Stochastic Processes I and II by R.S. Lipster, A.N. Shiryaev and B. Aries, Springer, 2000;
Statistical Inference for Ergodic Diffusion Processes by Y. Kutoyants, Springer, 2010;
Brownian Motion and Stochastic Calculus by I. Karatzas and S. Shreve, Springer, 1991;
Probability and Measure, by Patrick Billingsley, Wiley,1995.
