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Stochastic Differential Equations

Name: Anonymous 2008-10-27 13:54

I need to be able to bullshit convincingly on this topic to a room full of statisticians (with maybe one or two probabilists) a week from Friday. 

Anyone got any links to good overviews?  Not so much interested in whatever weird measure-theoretical shit you need to prove consistency/existence/etc as I am in applications.

Name: Anonymous 2008-10-27 14:39

Trying to be a quant or something?

Name: Anonymous 2008-10-27 14:59

lol gl

Name: Anonymous 2008-10-27 15:25

>>2
I'm suddenly supposed to talk about a diffusion process approximation for a fungal gene regulatory network.  The GRN I can handle, the diffusion process not so much.

>>3
Yeah, well. 

I'm not expecting to field any questions that I can't put off until later, so as long as I don't fuck up what I say too badly I can survive next week.  That's all I'm hoping for.

Name: Anonymous 2008-10-27 16:24

>>1
>>4
What are you... female?

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