I am interested in learning stochastic differential equations at the graduate level and was wondering if there are any good references or open courses suitable for self-study.
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This question also asked for a text in SDE for self-study. – Duong Ngo Jan 10 '25 at 06:30
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You can also try having a look at some of the books listed here. – Oscar Jan 10 '25 at 09:53