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bn:00563466n
Noun Concept
Categories: Mathematical finance, Stochastic differential equations, Differential equations, Stochastic processes
EN
stochastic differential equation  "Stochastic difference equation"  Numerical solutions of stochastic differential equations  SDE  stochastic differential
EN
A stochastic differential equation 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. Wikipedia
Definitions
Relations
Sources
EN
A stochastic differential equation 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. Wikipedia
Differential equations involving stochastic processes Wikidata
A type of differential equation in which one or more of the terms is a stochastic process resulting in a solution which is itself a stochastic process. Wiktionary
Type of differential equation. Wiktionary (translation)
IS A
differential equation
HAS KIND
stochastic partial differential equation
Langevin equation
HAS INSTANCE
Langevin dynamics
DE
Dysons brownsche Bewegung
DISCOVERER OR INVENTOR
Ruslan Stratonovich
NAMED AFTER
Ruslan Stratonovich
Wikipedia
EN
stochastic differential equation
Wikidata
EN
stochastic differential equation
Wiktionary
EN
stochastic differential equation
Wikipedia Redirections
EN
"Stochastic difference equation", Numerical solutions of stochastic differential equations, stochastic differential, stochastic differential equations
Wikidata Alias
EN
SDE

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