Stochastic Differential Equation
 | A
stochastic differential equation (SDE) is a differential equation in
which one or more of the terms is a stochastic process, resulting in a
solution which is also a stochastic process.SDEs are used to model
various phenomena such as unstable stock prices or physical systems
subject to thermal fluctuations.Typically, SDEs contain a variable which
represents random white noise calculated as ... en.m.wikipedia.org |
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