stochastic differential equation

English

Noun

stochastic differential equation (plural stochastic differential equations)

1. (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

• delay differential equation
• ordinary differential equation
• partial differential equation