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Stochastic Differential Equation: Differential Equation, Stochastic Process, White Noise, Brownian Motion, Jump Process, Langevin Equation, Fokker–Planck Equation - Softcover
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. A stochastic differential equation is a differential equation in which one or more of the terms is a stochastic process, thus resulting in a solution which is itself a stochastic process. 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.
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- PublisherBetascript Publishing
- Publication date2010
- ISBN 10 6130362633
- ISBN 13 9786130362638
- BindingTapa blanda
- LanguageEnglish
- Number of pages108
- EditorSurhone Lambert M., Tennoe Mariam T., Henssonow Susan F.
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