MATERIAL FOR A SEMINAR ON DISCRETE AND CONTINUOUS LINEAR STOCHASTIC MODELS

Lecture Slides: The Correspondence between Stochastic Linear Difference and Differential Equations

Text: The Correspondence between Stochastic Linear Difference and Differential Equations

Text: Manual for the Program CONCRETE.PAS for Investigating Discrete and Continuous Linear Dynamic Models

Text: Manual for the CONTEXT.PAS for Plotting the Contours of a Criterion Function

Program: CONCRETE,PAS: a Zip File

Program: CONTEXT,PAS: a Zip File