https://github.com/rmsrosa/notas_sde

Notas de aula sobre teoria e análise numérica de equações diferenciais estocásticas (SDE) e aleatórias (RODE)
https://github.com/rmsrosa/notas_sde

Last synced: 2 months ago
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Notas de aula sobre teoria e análise numérica de equações diferenciais estocásticas (SDE) e aleatórias (RODE)

• Host: GitHub
• URL: https://github.com/rmsrosa/notas_sde
• Owner: rmsrosa
• License: other
• Created: 2022-02-24T22:01:25.000Z (almost 3 years ago)
• Default Branch: main
• Last Pushed: 2024-08-10T18:43:01.000Z (4 months ago)
• Last Synced: 2024-08-10T19:57:36.334Z (4 months ago)
• Language: JavaScript
• Homepage: https://rmsrosa.github.io/notas_sde
• Size: 382 MB
• Stars: 4
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Aspectos teóricos e numéricos de equações diferenciais estocásticas (SDE) e aleatórias (RODE)

[view-book-img]: https://img.shields.io/badge/view-book-green.svg

[view-book-url]: https://rmsrosa.github.io/notas_sde

[![][view-book-img]][view-book-url] [![License: CC BY-NC-ND 4.0](https://img.shields.io/badge/License-CC BY–NC–ND 4.0-orange.svg)](https://creativecommons.org/licenses/by-nc-nd/4.0/) ![GitHub repo size](https://img.shields.io/github/repo-size/rmsrosa/notas_sde)

Este repositório é dedicado às notas de aula de disciplina oferecida no [Instituto de Matemática](http://www.im.ufrj.br) da [UFRJ](https://ufrj.br).

> "For over two millennia, Aristotle's logic has ruled over the thinking of western intellectuals. All precise theories, all scientific models, even models of the process of thinking itself, have in principle conformed to the straight-jacket of logic. But from its shady beginnings devising gambling strategies and counting corpses in medieval London, probability theory and statistical inference now emerge as better foundations for scientific models, especially those of the process of thinking and as essential ingredients of theoretical mathematics, even the foundations of mathematics itself. We propose that this sea change in our perspective will affect virtually all of mathematics in the next century" - David Mumford, in The Dawning of the Age of Stochasticity (Mathematics Frontiers and Perspectives, 2000).

> "It may very well be said that

the best way to understand SDEs is to work with their numerical solutions." - Salih N. Neftci, in *An Introduction to the Mathematics of Financial Derivatives,* 2nd edition (Academic Press, 2000).

Para gerar as notas localmente e atualizá-las em tempo real, use a função `serve()` do [Franklin.jl](https://franklinjl.org):

```zsh

pkg> activate .

julia> using Franklin

julia> serve()

  Activating project at `~/Documents/git-repositories/julia/notas_sde`

→ Initial full pass...

→ page updated [✓]                                    → Starting the server...

✓ LiveServer listening on http://localhost:8000/ ...

  (use CTRL+C to shut down)

```

Para atualizá-las no endereço web , apenas atualize o ramo `main` do repositório que uma [github action](https://github.com/rmsrosa/notas_sde/actions) apropriada ira refazer as páginas com as devidas atualizações.