Detail publikačního výsledku

Stochastic Differential Equations

KLIMEŠOVÁ, M.

Originální název

Stochastic Differential Equations

Anglický název

Stochastic Differential Equations

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

KLIMEŠOVÁ, M.

Vydáno

24.04.2014

Nakladatel

LITERA

Místo

Tábor 43a, 61200 Brno

ISBN

978-80-214-4924-4

Kniha

Student EEICT

Strany od

150

Strany do

154

Strany počet

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"
}