Applications of Stochastic Differential Equations

This chapter consists of a selection of examples from the literature of applications of stochastic differential equations. These are taken from a wide variety of disciplines with the aim of stimulating the readers’ interest to apply stochastic differential equations in their own particular fields of interest and of providing an indication of how others have used models described by stochastic differential equations. Here we simply describe the equations and refer readers to the original papers for the justification and analysis of the models.

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