Concept information
Preferred term
stochastic differential equation
Definition(s)
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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)
Broader concept(s)
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In other languages
URI
http://data.loterre.fr/ark:/67375/PSR-GQQBL99W-K
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