Browse using
OpenLink Faceted Browser
OpenLink Structured Data Editor
LodLive Browser
Formats
RDF:
N-Triples
N3
Turtle
JSON
XML
OData:
Atom
JSON
Microdata:
JSON
HTML
Embedded:
JSON
Turtle
Other:
CSV
JSON-LD
Faceted Browser
Sparql Endpoint
About:
Stochastic differential equation
An Entity of Type:
Thing
,
from Named Graph:
http://dbpedia.org
,
within Data Space:
dbpedia-live.demo.openlinksw.com
Differential equations involving stochastic processes
Property
Value
dbo:
description
Równanie różniczkowe opisujące proces stochastyczny
(pl)
1つ以上の項が確率過程である微分方程式であって、解自身も確率過程となるもの
(ja)
Equazioni differenziali riguardanti i processi stocastici
(it)
gewöhnliche Differentialgleichung auf stochastische Prozesse
(de)
differential equations involving stochastic processes
(en)
dbo:
wikiPageExternalLink
https://archive.org/details/nonlinearstochas0000adom
dbo:
wikiPageWikiLink
dbr
:Moment_(mathematics)
dbr
:Partial_differential_equation
dbr
:Itô_calculus
dbr
:Euler–Maruyama_method
dbr
:Stochastic_volatility
dbr
:Almost_surely
dbr
:Jump_process
dbc
:Differential_equations
dbr
:Differential_equation
dbr
:Chaos_theory
dbr
:Schrödinger_equation
dbr
:Dynamical_systems_theory
dbr
:Path_integral_formulation
dbc
:Stochastic_processes
dbr
:Kiyosi_Itô
dbr
:Expected_value
dbr
:Heuristic
dbr
:Mathematical_model
dbr
:Measurable_function
dbr
:Milstein_method
dbr
:Wiener_process
dbr
:Diffusion_process
dbr
:Thermal_fluctuations
dbr
:Quantum_mechanics
dbr
:Supersymmetry
dbr
:Probability_space
dbr
:Black–Scholes_model
dbr
:Self-organized_criticality
dbr
:Pink_noise
dbr
:Probability_theory
dbr
:Butterfly_effect
dbr
:Stock
dbr
:Integral_equation
dbr
:Brownian_motion
dbr
:Markov_property
dbr
:Stochastic_process
dbr
:Variance
dbr
:Runge–Kutta_method_(SDE)
dbr
:Euclidean_space
dbc
:Mathematical_finance
dbr
:Local_volatility
dbr
:Turbulence
dbr
:Probability_density_function
dbr
:Mathematical_finance
dbr
:Normal_distribution
dbr
:Ordinary_differential_equation
dbr
:Dimension
dbc
:Stochastic_differential_equations
dbr
:Differential_form
dbr
:Generalized_function
dbr
:Stratonovich_integral
dbr
:Fokker–Planck_equation
dbr
:Geometric_Brownian_motion
dbr
:Adapted_process
dbr
:White_noise
dbr
:Lebesgue_integral
dbr
:Paul_Langevin
dbr
:Marian_Smoluchowski
dbr
:Langevin_equation
dbr
:Supersymmetric_quantum_mechanics
dbr
:Langevin_dynamics
dbr
:Diffusion_equation
dbr
:Supersymmetric_theory_of_stochastic_dynamics
dbr
:Crackling_noise
dbr
:Manifolds
dbr
:Stochastic_partial_differential_equations
dbr
:Ordinary_differential_equations
dbr
:Numerical_methods
dbr
:Itô_integral
dbr
:Monte_Carlo_Method
dbr
:Stochastic_difference_equation
dbr
:Stochastic_integral
dbr
:Stock_price
dbr
:Stratonovich_stochastic_calculus
dbr
:Filtration_(abstract_algebra)
dbr
:Random_differential_equation
dbr
:Continuous_time
dbr
:Smoluchowski_equation
dbr
:Annus_Mirabilis_Papers
dbr
:Goldstone_theorem
dbr
:Ruslan_L._Stratonovich
dbp:
wikiPageUsesTemplate
dbt
:Authority_control
dbt
:Cite_book
dbt
:Main
dbt
:Reflist
dbt
:Cite_journal
dbt
:See_also
dbt
:Stochastic_processes
dbt
:ISBN
dbt
:Citation_needed
dbt
:Differential_equations
dbt
:Short_description
dct:
subject
dbc
:Differential_equations
dbc
:Stochastic_processes
dbc
:Mathematical_finance
dbc
:Stochastic_differential_equations
gold:
hypernym
dbr
:Equation
rdfs:
label
Stochastic differential equation
(en)
Stochastische Differentialgleichung
(de)
معادلة تفاضلية تصادفية
(ar)
Στοχαστική διαφορική εξίσωση
(el)
Ecuación diferencial estocástica
(es)
Équation différentielle stochastique
(fr)
確率微分方程式
(ja)
Equazione differenziale stocastica
(it)
Equação diferencial estocástica
(pt)
Stokastisk differentialekvation
(sv)
Стохастичне диференціальне рівняння
(uk)
Стохастическое дифференциальное уравнение
(ru)
隨機微分方程
(zh)
rdfs:
seeAlso
dbr
:Langevin_equation
owl:
sameAs
freebase
:Stochastic differential equation
yago-res
:Stochastic differential equation
wikidata
:Stochastic differential equation
dbpedia-it
:Stochastic differential equation
dbpedia-de
:Stochastic differential equation
dbpedia-fr
:Stochastic differential equation
dbpedia-zh
:Stochastic differential equation
dbpedia-ja
:Stochastic differential equation
dbpedia-pt
:Stochastic differential equation
dbpedia-he
:Stochastic differential equation
dbpedia-es
:Stochastic differential equation
dbpedia-fa
:Stochastic differential equation
dbpedia-ru
:Stochastic differential equation
dbpedia-sv
:Stochastic differential equation
dbpedia-el
:Stochastic differential equation
http://d-nb.info/gnd/4057621-8
dbpedia-ar
:Stochastic differential equation
dbpedia-no
:Stochastic differential equation
dbpedia-uk
:Stochastic differential equation
dbpedia-global
:Stochastic differential equation
dbr
:Stochastic differential equation
prov:
wasDerivedFrom
wikipedia-en
:Stochastic_differential_equation?oldid=1294323613&ns=0
foaf:
isPrimaryTopicOf
wikipedia-en
:Stochastic_differential_equation
is
dbo:
academicDiscipline
of
dbr
:Anatoliy_Skorokhod
dbr
:Iosif_Gikhman
is
dbo:
wikiPageDisambiguates
of
dbr
:SDE
is
dbo:
wikiPageRedirects
of
dbr
:Stochastic_differential
dbr
:Stochastic_differential_equations
dbr
:Numerical_solutions_of_stochastic_differential_equations
dbr
:"Stochastic_difference_equation"
is
dbo:
wikiPageWikiLink
of
dbr
:Sample-continuous_process
dbr
:Mean-field_game_theory
dbr
:List_of_dynamical_systems_and_differential_equations_topics
dbr
:Onsager–Machlup_function
dbr
:Marjorie_Hahn
dbr
:Stochastic_calculus
dbr
:Itô_calculus
dbr
:Euler–Maruyama_method
dbr
:Stochastic_volatility
dbr
:Invariant_measure
dbr
:Ruslan_Stratonovich
dbr
:Differential_equation
dbr
:Numerical_analysis
dbr
:Time-scale_calculus
dbr
:Dynamical_systems_theory
dbr
:Entropy_as_an_arrow_of_time
dbr
:Stochastic_processes_and_boundary_value_problems
dbr
:Kiyosi_Itô
dbr
:Optimal_stopping
dbr
:Anatoliy_Skorokhod
dbr
:Milstein_method
dbr
:Risk-neutral_measure
dbr
:Feller_process
dbr
:Freidlin–Wentzell_theorem
dbr
:G-expectation
dbr
:Malliavin_calculus
dbr
:McKean–Vlasov_process
dbr
:Carl_Friedrich_Gauss_Prize
dbr
:Granular_material
dbr
:Itô's_lemma
dbr
:Merton's_portfolio_problem
dbr
:Entropic_risk_measure
dbr
:Bessel_process
dbr
:Hartman–Grobman_theorem
dbr
:Heat_equation
dbr
:Ornstein–Uhlenbeck_process
dbr
:István_Gyöngy
dbr
:Itô_diffusion
dbr
:Peng_Shige
dbr
:Pink_noise
dbr
:Vasicek_model
dbr
:Igor_Girsanov
dbr
:Iosif_Gikhman
dbr
:Short-rate_model
dbr
:Brownian_model_of_financial_markets
dbr
:Catalog_of_articles_in_probability_theory
dbr
:Green_measure
dbr
:Equation
dbr
:Mathematical_analysis
dbr
:SDE
dbr
:Charles_R._Doering
dbr
:Runge–Kutta_method_(SDE)
dbr
:Local_volatility
dbr
:List_of_stochastic_processes_topics
dbr
:Nicole_El_Karoui
dbr
:Supersymmetry_breaking
dbr
:Mathematical_finance
dbr
:Glossary_of_areas_of_mathematics
dbr
:Marta_Sanz-Solé
dbr
:Convection–diffusion_equation
dbr
:Mathematical_and_theoretical_biology
dbr
:Kalman_filter
dbr
:Sylvie_Méléard
dbr
:Gisiro_Maruyama
dbr
:Doléans-Dade_exponential
dbr
:Stratonovich_integral
dbr
:Grönwall's_inequality
dbr
:Fokker–Planck_equation
dbr
:Gene_regulatory_network
dbr
:Geometric_Brownian_motion
dbr
:Affine_term_structure_model
dbr
:Filtering_problem_(stochastic_processes)
dbr
:Hörmander's_condition
dbr
:Rough_path
dbr
:Random_dynamical_system
dbr
:Langevin_equation
dbr
:Girsanov_theorem
dbr
:Skorokhod_problem
dbr
:Slow_manifold
dbr
:Dynamo_theory
dbr
:Tanaka_equation
dbr
:Myhailo_Yadrenko
dbr
:Kolmogorov_backward_equations_(diffusion)
dbr
:Black–Derman–Toy_model
dbr
:Surface_growth
dbr
:Two-dimensional_Yang–Mills_theory
dbr
:Cox–Ingersoll–Ross_model
dbr
:List_of_statistics_articles
dbr
:Constant_elasticity_of_variance_model
dbr
:Langevin_dynamics
dbr
:Exponential_tilting
dbr
:Alfvén's_theorem
dbr
:Markov_chain_approximation_method
dbr
:List_of_named_differential_equations
dbr
:Engelbert–Schmidt_zero–one_law
dbr
:Growth_curve_(statistics)
dbr
:Heterogeneous_random_walk_in_one_dimension
dbr
:Dynamic_causal_modeling
dbr
:Dynkin's_formula
dbr
:Quadratic_variation
dbr
:Catherine_Doléans-Dade
dbr
:Local_linearization_method
dbr
:Sethi_model
dbr
:Supersymmetric_theory_of_stochastic_dynamics
dbr
:Chan–Karolyi–Longstaff–Sanders_process
dbr
:Xiaoying_Han
dbr
:Ergodicity_economics
dbr
:Evelyn_Buckwar
dbr
:Leimkuhler–Matthews_method
dbr
:Viorel_P._Barbu
dbr
:History_index_model
dbr
:Probabilistic_numerics
dbr
:Stochastic_differential
dbr
:Stochastic_differential_equations
dbr
:Numerical_solutions_of_stochastic_differential_equations
dbr
:"Stochastic_difference_equation"
dbr
:Lagrangian_Ocean_Analysis
is
foaf:
primaryTopic
of
wikipedia-en
:Stochastic_differential_equation
This content was extracted from
Wikipedia
and is licensed under the
Creative Commons Attribution-ShareAlike 4.0 International