New posts in Stochastic Differential Equations

A question about SDE and geometric Brownian motion.

Stochastic Differential Equation solution for Geometric Brownian Motion

How can I write an SDE in Matlab?

Explicit solution of a linear SDE

Intuition behind Gubinelli derivative

Good papers on stochastic differential equations with applications in finance

How to define (and solve) the diffusion equation with a sticky boundary at the origin?

Reference for Feynman-Kac

Does there exist a stochastic time derivative?

Euler Schemes in Stochastic Differential Equations