Publication detail

Stochastic Differential Equations

KLIMEŠOVÁ, M.

Original Title

Stochastic Differential Equations

Type

conference paper

Language

English

Original Abstract

Stochastic differential equations are used to describe physical phenomena, which are also subject to random influences. Solution of the stochastic model is a random process. In the presented contribution the stochastic differential equation is defined and its basic properties are listed.

Keywords

stochastic differential equation, white noise, Brownian motion, Wiener process

Authors

KLIMEŠOVÁ, M.

RIV year

2014

Released

24. 4. 2014

Publisher

LITERA

Location

Tábor 43a, 61200 Brno

ISBN

978-80-214-4924-4

Book

Student EEICT

Edition number

1

Pages from

150

Pages to

154

Pages count

5

BibTex

@inproceedings{BUT107302,
  author="Marie {Klimešová}",
  title="Stochastic Differential Equations",
  booktitle="Student EEICT",
  year="2014",
  number="1",
  pages="150--154",
  publisher="LITERA",
  address="Tábor 43a, 61200 Brno",
  isbn="978-80-214-4924-4"
}