stochastic differential equation
Sign in to saveAlso known as SDE
differential equations involving stochastic processes
In the Vinony graph
Vinony's link graph records 567 inbound references to stochastic differential equation, and connects out to ordinary differential equation, martingale and Itō calculus.
Vinony files it under Differential equations, Mathematical finance and Stochastic differential equations.
Vinony links it to 21 Wikipedia language editions.
Wikidata facts
- Subclass of
- differential equation
- Named after
- Ruslan Stratonovich
Show 4 more facts
- topic's main category
- Category:Stochastic differential equations
- short name
- EDS
- discoverer or inventor
- Ruslan Stratonovich
- Stack Exchange tag
- mathoverflow.net/tags/stochastic-differential-equations
via Wikidata · CC0
Connections
ordinary differential equation
Entity
martingale
Entity
Itō calculus
Entity
filtration
Entity
manifold
Entity
Markov chain
Entity
stochastic process
Entity
time series
Entity
queueing theory
Entity
stochastic calculus
Entity
Poisson process
Entity
autoregressive model
Entity
Fokker–Planck equation
Entity
Lyapunov stability
Entity
càdlàg function
Entity
stopping time
Entity
optional stopping theorem
Entity
renewal theory
Entity
quadratic variation
Entity
Stratonovich integral
Entity