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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
Definition source: English Wiktionary via Wiktextract
Topics: calculus, mathematics, sciences
No example sentence was provided for this meaning.
Meaning relationships
Synonyms: none provided
Antonyms: none provided
No etymology was provided for this word.
Across languages
Translations
7 source translations are retained for this English entry.
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Bulgarian:
стохастично диференциално уравнение
(stohastično diferencialno uravnenie)
— type of differential equation
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French:
équation différentielle stochastique
— type of differential equation
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German:
stochastische Differentialgleichung
— type of differential equation
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Polish:
równanie różniczkowe stochastyczne
— type of differential equation
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Romanian:
ecuație diferențială stocastică
— type of differential equation
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Russian:
стохастическое дифференциальное уравне́ние
(stoxastičeskoje differencialʹnoje uravnénije)
— type of differential equation
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Spanish:
ecuación diferencial estocástica
— type of differential equation