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Note to Self
In
mathematics and science, a nonlinear system is a system in which the
change of the output is not proportional to the change of the input.
Nonlinear problems are of interest to engineers, biologists, physicists,
mathematicians, and many other scientists because most systems are
inherently nonlinear in nature. Nonlinear dynamical systems, describing
changes in variables over time, may appear ... en.m.wikipedia.org |
Note to Self
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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