Detail publikačního výsledku

Solution of special type stochastic differential equation

BAŠTINEC, J.; KLIMEŠOVÁ, M.

Originální název

Solution of special type stochastic differential equation

Anglický název

Solution of special type stochastic differential equation

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

Brownian motion stochastic differential equation, Itó formula

Klíčová slova v angličtině

Brownian motion stochastic differential equation, Itó formula

Autoři

BAŠTINEC, J.; KLIMEŠOVÁ, M.

Rok RIV

2018

Vydáno

30.01.2017

Nakladatel

Slovak Unicersity of Technology in Bratislava

Místo

Bratislava, Slovensko

ISBN

978-80-227-4649-6

Kniha

Aplimat 2017, 16th conference on applied mathematics

Strany od

23

Strany do

24

Strany počet

2

BibTex

@inproceedings{BUT134470,
  author="Jaromír {Baštinec} and Marie {Klimešová}",
  title="Solution of special type stochastic differential equation",
  booktitle="Aplimat 2017, 16th conference on applied mathematics",
  year="2017",
  pages="23--24",
  publisher="Slovak Unicersity of Technology in Bratislava",
  address="Bratislava, Slovensko",
  isbn="978-80-227-4649-6"
}