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](Thygesen 2023 SDEs for science and engineering - PREPRINT.pdf) 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.