- stochastic differential equations
- Макаров: стохастические дифференциальные уравнения
Универсальный англо-русский словарь. Академик.ру. 2011.
stochastic differential equations
Смотреть что такое "stochastic differential equations" в других словарях:
Stochastic differential equation — A stochastic differential equation (SDE) 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. SDE are used to model diverse phenomena such as… … Wikipedia
History of numerical solution of differential equations using computers — Differential equations rose in prominence during World War II in calculating the accurate trajectory of ballistics, both rocket propelled and gun or cannon type projectiles. Originally, mathematicians used the more simple calculus of earlier… … Wikipedia
List of dynamical systems and differential equations topics — This is a list of dynamical system and differential equation topics, by Wikipedia page. See also list of partial differential equation topics, list of equations. Contents 1 Dynamical systems, in general 2 Abstract dynamical systems 3 … Wikipedia
Stochastic volatility — models are used in the field of quantitative finance to evaluate derivative securities, such as options. The name derives from the models treatment of the underlying security s volatility as a random process, governed by state variables such as… … Wikipedia
Stochastic partial differential equation — Stochastic partial differential equations (SPDEs) are similar to ordinary stochastic differential equations. They are essentially partial differential equations that have additional random terms. They can be exceedingly difficult to solve.… … Wikipedia
Équations différentielles stochastiques — Équation différentielle stochastique Une équation différentielle stochastique (EDS) est une généralisation de la notion d équation différentielle prenant en compte un terme de bruit blanc. Les EDS permettent de modéliser des trajectoires… … Wikipédia en Français
Stochastic processes and boundary value problems — In mathematics, some boundary value problems can be solved using the methods of stochastic analysis. Perhaps the most celebrated example is Shizuo Kakutani s 1944 solution of the Dirichlet problem for the Laplace operator using Brownian motion.… … Wikipedia
Differential equation — Not to be confused with Difference equation. Visualization of heat transfer in a pump casing, created by solving the heat equation. Heat is being generated internally in the casing and being cooled at the boundary, providing a steady state… … Wikipedia
Differential game — In game theory, differential games are a group of problems related to the modeling and analysis of conflict in the context of a dynamical system. The problem usually consists of two actors, a pursuer and an evader, with conflicting goals. The… … Wikipedia
Équations — Équation (mathématiques) Cet article concerne les équations mathématiques dans leur généralité. Pour une introduction au concept, voir Équation (mathématiques élémentaires). … Wikipédia en Français
Infinitesimal generator (stochastic processes) — In mathematics mdash; specifically, in stochastic analysis mdash; the infinitesimal generator of a stochastic process is a partial differential operator that encodes a great deal of information about the process. The generator is used in… … Wikipedia
