Concept information
Terme préférentiel
stochastic differential equation
Définition(s)
-
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)
Concept(s) générique(s)
Concept(s) spécifique(s)
Traductions
-
français
URI
http://data.loterre.fr/ark:/67375/PSR-GQQBL99W-K
{{label}}
{{#each values }} {{! loop through ConceptPropertyValue objects }}
{{#if prefLabel }}
{{/if}}
{{/each}}
{{#if notation }}{{ notation }} {{/if}}{{ prefLabel }}
{{#ifDifferentLabelLang lang }} ({{ lang }}){{/ifDifferentLabelLang}}
{{#if vocabName }}
{{ vocabName }}
{{/if}}