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Acronym Finder

What is SDE ?

Stochastic Differential Equation

A equation of the differential random or Stochastic Differential Equation or SDE equation in which one or a few variables of a process are random. Finally, the answer to this type of equations is also a random process. The use of the SDE in the model storage complex, the possibility is very wide. including in modeling the cost of market fluctuations or physical modeling fluctuations in the temperature of objects. Usually in this species, modeling of white noise as a parameter completely random used to be that your some kind of random process Wiener (Wiener Process). Although it must be said that in modeling random parameters in an equation of the differential random, and the use of other stochastic processes is also possible.
SDE