Also available: the recorded lectures from the 2021 course instance (most in Swedish, some in English). This repository is mainly the home of the DSLsofMath book (originating from the course lecture ...
Simo Särkkä and Arno Solin (2019). Applied Stochastic Differential Equations. Cambridge University Press. Cambridge, UK. The book can be ordered through Cambridge University Press or, e.g., from ...