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So I know we statisticians don't use differential equations as heavily as e.g. engineers. Actually, I have never seen or needed them in my studies.

I'm curious to learn about them now, and I'd be especially happy to hear about statistical applications for DEs. This would make me even morew motivated to learn about them.

Do you know applications for DEs in statistics?

Alexander Engelhardt
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    I can find [18 posts on this site alone](http://stats.stackexchange.com/search?q=%22differential+equation%22). Although that *corpus* barely scratches the surface, it's a place to start. (Certain PDEs are intimately connected with certain random processes, for instance, but I don't see much about that.) – whuber May 20 '13 at 18:01
  • Not sure if this counts, but in applied macroeconomics, particularly economic growth theory, they'd be used. Depending on the definition of statistics (or econometrics), this could be an application of them. – Graeme Walsh May 20 '13 at 18:30
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    Quantum is the happy hunting ground for, or maybe the mutant offspring of, differential equations and statistics. Stochastics. Look at the Langevin equation in (http://amzn.com/0898712297) as it informs many of the larger scale diffusion and distribution issues. One of the powers of math is that it can speak to so many scales of physical phenomena with authoritative clarity. – EngrStudent May 20 '13 at 19:17
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    They're used in a bunch of areas where statistics is applied; stochastic finance is a common application area for example. – Glen_b May 20 '13 at 23:46
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    Integrals are fundamental to statistical theory. They are, by the Fundamental Theorem of Calculus, solutions to differential equations. Sometimes they can even be found by [solving partial differential equations](http://stats.stackexchange.com/questions/61080/how-can-i-calculate-int-infty-infty-phi-left-fracw-ab-right-phiw/61084#61084) :-). – whuber Jun 11 '13 at 01:53
  • https://link.springer.com/article/10.1007/s11222-016-9671-0 – macroland Aug 11 '17 at 23:14

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