Louis Meunier

Stochastic Differential Equations

top
Sample paths of a certain SDE
Sample path vs average solution to the SDE $$ \mathsf{d}N_t = r N_t \mathsf{d}t + \alpha N_t \mathsf{d}B_t $$

My final paper for McGill’s MATH574 - Dynamical Systems that I wrote on Stochastic Differential Equations.