Este repositório é dedicado às notas de aula de disciplina oferecida no Instituto de Matemática da UFRJ.
"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:
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 https://rmsrosa.github.io/notas_sde/, apenas atualize o ramo main do repositório que uma github action apropriada ira refazer as páginas com as devidas atualizações.