Stochastic processes in science, engineering, and finance

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A Systematic Method to Model Power Systems as Stochastic Differential Algebraic Equations (2013, background): “SDEs are widely applied in finance to model stochastic fluctuations of stock prices and other financial assets [7], [8], and in several fields of science and engineering to study physical systems affected by different stochastic phenomena [9]–[12].”
Continuous wind speed models based on stochastic differential equations (2013, background): “Stochastic differential equations (SDEs) are widely used to model stochastic phenomena in several fields of science, engineering and finance (see, for example, [31,32]).”