Timeline for Book/reference to practice stochastic calculus and PDE for interviews
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Jul 10, 2023 at 22:06 | vote | accept | Joanna | ||
| Apr 24, 2023 at 0:24 | comment | added | Dimitri Vulis | Shreve vol II chaper 6 "Connections with Partial Differential Equations" has exercises on Kolmogorov backward equation (#6.8) and on Kolmogorov forward equation also called Fokker-Planck (#6.9). If you search, you can find many versions of answers to exercises, e.g. by Yan Zeng | |
| Apr 22, 2023 at 9:37 | review | Close votes | |||
| Apr 24, 2023 at 0:38 | |||||
| Apr 21, 2023 at 23:52 | history | became hot network question | |||
| Apr 21, 2023 at 16:28 | answer | added | Dimitri Vulis | timeline score: 9 | |
| Apr 21, 2023 at 15:48 | history | asked | Joanna | CC BY-SA 4.0 |