Stochastic Differential Equations for Science and Engineering

This page contains supplementary information for my textbook, published by Taylor and Francis (CRC Press) in 2023.

View the front page or the table of contents, or download the preprint version of the book.

See the book at Amazon, at the DTU bookstore or at Taylor and Francis.

In the repo, you can find:

• An erratum
• Solutions to exercises in the book
• Source code that generates the figures in the book
• Additional exercise sheets (with solutions)

The software uses my R toolbox for stochastic differential equations, SDEtools.