What Is Stochastic Differential Equation - Web stochastic difierential equation of the form dxt dt = (r +fi ¢wt)xt t ‚ 0 ; X0 = x where x;r and fi are constants and wt = wt(!) is white noise. This process is often used to model \exponential growth under uncertainty. Web a stochastic differential equation is a differential equation whose coefficients are random numbers or random functions of the independent variable (or variables). Just as in normal differential equations, the coefficients are supposed to be given, independently of the solution that has to be found. The flgure is a computer simulation for the case x = r = 1, fi = 0:6. See chapters 5, 10, 11 and 12.
This process is often used to model \exponential growth under uncertainty. See chapters 5, 10, 11 and 12. X0 = x where x;r and fi are constants and wt = wt(!) is white noise. Web a stochastic differential equation is a differential equation whose coefficients are random numbers or random functions of the independent variable (or variables). Web stochastic difierential equation of the form dxt dt = (r +fi ¢wt)xt t ‚ 0 ; Just as in normal differential equations, the coefficients are supposed to be given, independently of the solution that has to be found. The flgure is a computer simulation for the case x = r = 1, fi = 0:6.