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Blog-Series: Stochastic Differential Equations

In our digitally and mathematically dominated world Time-Series-Modelling is an indispensable subject in many areas (e.g. in Quantitative Financial Analysis, Financial Mathematics, Blockchain & Cryptocurrencies as well as applied Risk Management). To analyze time-series in an adequat manner, more and more frequently Stochastic Differential Equations (SDE) are utilized. (Oksendal, 2013).
To prepare such an exciting though complex area in a "reader-friendly" manner, I have decided to write a whole series of articles about the presented topic (these articles will be found in the blog using the appreviation "SDE" and the presented subject).