#stochastic_differential_equation
Stochastic differential equation
Differential equations involving stochastic processes
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations.
Fri 12th
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Stochastic differential equation Stochastic partial differential equation Backward stochastic differential equation Ordinary differential equation Differential equation Langevin equation Tsirelson's stochastic differential equation Quantum stochastic calculus Stochastic analysis on manifolds Ornstein–Uhlenbeck process
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