stochastic differential equation

English

Noun

stochastic differential equation (plural stochastic differential equations)

(calculus) 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

Synonyms

SDE

Translations

type of differential equation

French: équation différentielle stochastique f
German: stochastische Differentialgleichung f
Romanian: ecuație diferențială stocastică f

Russian: стохастическое дифференциальное уравне́ние n (stoxastičeskoje differencialʹnoje uravnénije)
Spanish: ecuación diferencial estocástica f

See also

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