What does stochastic differential equation mean?
Definitions for stochastic differential equation
sto·chas·tic dif·fer·en·tial equa·tion
This dictionary definitions page includes all the possible meanings, example usage and translations of the word stochastic differential equation.
Wiktionary
stochastic differential equationnoun
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
Wikipedia
Stochastic differential equation
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 are used to model various phenomena such as stock prices or physical systems subject to thermal fluctuations. Typically, SDEs contain a variable which represents random white noise calculated as the derivative of Brownian motion or the Wiener process. However, other types of random behaviour are possible, such as jump processes. Random differential equations are conjugate to stochastic differential equations.
Wikidata
Stochastic differential equation
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 itself a stochastic process. SDE are used to model diverse phenomena such as fluctuating stock prices or physical system subject to thermal fluctuations. Typically, SDEs incorporate white noise which can be thought of as the derivative of Brownian motion; however, it should be mentioned that other types of random fluctuations are possible, such as jump processes.
Numerology
Chaldean Numerology
The numerical value of stochastic differential equation in Chaldean Numerology is: 3
Pythagorean Numerology
The numerical value of stochastic differential equation in Pythagorean Numerology is: 4
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"stochastic differential equation." Definitions.net. STANDS4 LLC, 2024. Web. 16 Apr. 2024. <https://www.definitions.net/definition/stochastic+differential+equation>.
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