Publication detail

Solution of special type stochastic differential equation

BAŠTINEC, J. KLIMEŠOVÁ, M.

Original Title

Solution of special type stochastic differential equation

English Title

Solution of special type stochastic differential equation

Type

conference paper

Language

en

Original Abstract

Stochastic modeling has come to play an important role in many branches of science and industry where more and more people have encountered stochastic differential equations.Stochastic model can be used to solve problem which evinces by accident, noise, etc. In this paper we found solution of special type of stochastic differential equation that is described using matrices.

English abstract

Stochastic modeling has come to play an important role in many branches of science and industry where more and more people have encountered stochastic differential equations.Stochastic model can be used to solve problem which evinces by accident, noise, etc. In this paper we found solution of special type of stochastic differential equation that is described using matrices.

Keywords

Brownian motion stochastic differential equation, Itó formula

Released

30.01.2017

Publisher

Slovak Unicersity of Technology in Bratislava

Location

Bratislava, Slovensko

ISBN

978-80-227-4649-6

Book

Aplimat 2017, 16th conference on applied mathematics

Pages from

23

Pages to

24

Pages count

2

Documents

BibTex


@inproceedings{BUT134470,
  author="Jaromír {Baštinec} and Marie {Klimešová}",
  title="Solution of special type stochastic differential equation",
  annote="Stochastic modeling has come to play an important role in many branches of science and industry where more and more people have encountered stochastic differential equations.Stochastic model can be used to solve problem which evinces by accident, noise, etc. In this paper we found solution of special type of stochastic differential equation that is described using matrices.",
  address="Slovak Unicersity of Technology in Bratislava",
  booktitle="Aplimat 2017, 16th conference on applied mathematics",
  chapter="134470",
  howpublished="print",
  institution="Slovak Unicersity of Technology in Bratislava",
  year="2017",
  month="january",
  pages="23--24",
  publisher="Slovak Unicersity of Technology in Bratislava",
  type="conference paper"
}