Abstract
Considering the capacitor voltage U c in an LRC circuit (see ⊡ Fig. 3.1).
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Behrends, E.: Markovprozesse und stochastische Differentialgleichungen. Springer, Berlin Heidelberg New York (2013).
Hackenbroch, W., Thalmaier, A.: Stochastische Analysis. Teubner, Stuttgart, Leipzig, Wiesbaden (1994).
Kloeden, P. E., Platen, E.: Numerical Solution of Stochastic Differential Equations. Springer, Berlin Heidelberg New York (2011).
Øksendal, B.: Stochastic Differential Equations. Springer, Berlin Heidelberg New York (2010).
Protter, Ph. E.: Stochastic Integration and Differential Equations Springer, Berlin Heidelberg New York (2010).
Walter, W.: Gewöhnliche Differentialgleichungen. Springer, Berlin Heidelberg New York (2000).
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2018 Springer International Publishing AG, part of Springer Nature
About this chapter
Cite this chapter
Schäffler, S. (2018). Stochastic Differential Equations. In: Generalized Stochastic Processes . Compact Textbooks in Mathematics. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-78768-8_3
Download citation
DOI: https://doi.org/10.1007/978-3-319-78768-8_3
Published:
Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-78767-1
Online ISBN: 978-3-319-78768-8
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)