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mathematical physics > stochastic differential equation
mathematical analysis > equation > functional equation > differential equation > stochastic differential equation
mathematical analysis > calculus > differential calculus > differential equation > stochastic differential equation

Terme préférentiel

stochastic differential equation  

Définition

  • 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.
    (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Stochastic_differential_equation)

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http://data.loterre.fr/ark:/67375/PSR-GQQBL99W-K

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RDF/XML TURTLE JSON-LD Date de création 03/08/2023, dernière modification le 03/08/2023