Publication result detail

Stochastic Differential Equations in Biology

KLIMEŠOVÁ, M.

Original Title

Stochastic Differential Equations in Biology

English Title

Stochastic Differential Equations in Biology

Type

Paper in proceedings (conference paper)

Original Abstract

Stochastic differential equations (the SDE) are used to describe physical phenomena. Solution of the stochastic model is a random process. Target of the study of random processes is the construction of a suitable model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows predicting the future and it is possible to regulate and optimize the activity of the applicable system. In the presented contribution is to first defined probability space and Wiener process. On this basis it is defined the SDE and the basic properties are indicated. The final part contains example illustrating the use of the SDE in practice.

English abstract

Stochastic differential equations (the SDE) are used to describe physical phenomena. Solution of the stochastic model is a random process. Target of the study of random processes is the construction of a suitable model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows predicting the future and it is possible to regulate and optimize the activity of the applicable system. In the presented contribution is to first defined probability space and Wiener process. On this basis it is defined the SDE and the basic properties are indicated. The final part contains example illustrating the use of the SDE in practice.

Keywords

stochastic process; Brownian motion; Wiener process; stochastic differential equations; application

Key words in English

stochastic process; Brownian motion; Wiener process; stochastic differential equations; application

Authors

KLIMEŠOVÁ, M.

Released

27.08.2014

Publisher

FEKT VUT

Location

Brno

ISBN

978-80-214-5005-9

Book

Sborník příspěvků studentské konference Zvůle 2014

Pages from

23

Pages to

26

Pages count

4

BibTex

@inproceedings{BUT109062,
  author="Marie {Klimešová}",
  title="Stochastic Differential Equations in Biology",
  booktitle="Sborník příspěvků studentské konference Zvůle 2014",
  year="2014",
  number="1",
  pages="23--26",
  publisher="FEKT VUT",
  address="Brno",
  isbn="978-80-214-5005-9"
}