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Anonymous Wed 17 Jun 21:18:49 2020 No.11809348 View Reply Original Report

Quoted By: >>11809363 >>11809366 >>11809449

What field do I need to be in to work on Stochastic Differential equations and Stochastic Partial Differential equations

Anonymous

Anonymous Wed 17 Jun 2020 21:22:48 No.11809363 Report

Quoted By: >>11809433

>>11809348
real analysis, measure theory, ODE theory, PDE theory w/ Functional analysis (evans), theoretical and numerical linear algebra. Most SDE books that I've read introduce the theory you need, but for a deep dive the previous stuff I've mentioned should keep you covered.

Anonymous

Anonymous Wed 17 Jun 2020 21:23:58 No.11809366 Report

Quoted By:

>>11809348
As far as field - economics, finance, hedge fund stuff. It's stock market stuff that pays good fucking money

Anonymous

Anonymous Wed 17 Jun 2020 21:24:19 No.11809371 Report

Quoted By: >>11809442

applied physics, or applied mathematics, or financial modeling. Any type of applied math/physics/engineering/finance will use stochastic differential equations. Even in biology you have SDEs, that's just how it is for modern models you need to use stochastic processes.

Anonymous

Anonymous Wed 17 Jun 2020 21:47:42 No.11809433 Report

Quoted By: >>11809478 >>11809482

>>11809363
good rigorous book on stochastic PDE's?

Anonymous

Anonymous Wed 17 Jun 2020 21:50:08 No.11809442 Report

Quoted By:

>>11809371
So do statisticians work in stochastic PDEs or do mathematicians. Or maybe both? does the distinction between statistician and mathematician even exist? is it a stupid distinction?

Anonymous

Anonymous Wed 17 Jun 2020 21:51:57 No.11809449 Report

Quoted By:

>>11809348
There are some physicists that work in nonequilibrium physics that use this.

Anonymous

Anonymous Wed 17 Jun 2020 22:00:18 No.11809478 Report

Quoted By: >>11809481

>>11809433
Here's one that's self contained:
https://www.springer.com/gp/book/9783540707806
I'm sure you can find it on libgen if you're short on cash.

Anonymous

Anonymous Wed 17 Jun 2020 22:01:29 No.11809481 Report

Quoted By:

>>11809478
I would have used libgen even if I had the cash desu. Thank you for your help <3

Anonymous

Anonymous Wed 17 Jun 2020 22:01:52 No.11809482 Report

Quoted By: >>11809486

>>11809433
Or try this one on for size anon
https://www.amazon.com/Stochastic-Partial-Differential-Equations-Universitext/dp/3319586459/ref=sr_1_1?crid=10Y682CNVXQMG&dchild=1&keywords=stochastic+partial+differential+equations&qid=1592431264&sprefix=Stochastic+partial+d%2Caps%2C190&sr=8-1

Universitext

Anonymous

Anonymous Wed 17 Jun 2020 22:02:48 No.11809486 Report

Quoted By: >>11809489

>>11809482
grazie anon-kun

Anonymous

Anonymous Wed 17 Jun 2020 22:03:26 No.11809489 Report

Quoted By: >>11809502

>>11809486
Before you go, if you're looking at stock prices specifically this one has applications

https://www.amazon.com/Stochastic-Differential-Equations-Introduction-Applications/dp/3540047581/ref=sr_1_2?crid=10Y682CNVXQMG&dchild=1&keywords=stochastic+partial+differential+equations&qid=1592431385&sprefix=Stochastic+partial+d%2Caps%2C190&sr=8-2

Anonymous

Anonymous Wed 17 Jun 2020 22:07:04 No.11809502 Report

Quoted By:

>>11809489
gracias

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