I'm a PhD student in the Institute for Adaptive and Neural Computation (ANC) within the Informatics department at the University of Edinburgh. My supervisor is Amos Storkey.
Most introductory texts on stochastic differential equations assume quite a lot of mathematical background. There are relatively few articles aimed at people who might want to use SDEs for probabilistic modelling without worrying about the formal details, so I tried to write one myself. You can read it here. Feel free to get in touch if you have any questions or comments.
Room 2.38
Informatics Forum
University of Edinburgh
10 Crichton Street
Edinburgh
United Kingdom
EH8 9AB
Email: S.Lyons-(four)(at)sms.ed.ac.uk
"And every science, when we understand it not as an instrument of power and domination but as an adventure in knowledge pursued by our species across the ages, is nothing but this harmony, more or less vast, more or less rich from one epoch to another, which unfurls over the course of generations and centuries, by the delicate counterpoint of all the themes appearing in turn, as if summoned from the void." -- Alexander Grothendieck