SDE

Creator
Creator
Seonglae ChoSeonglae Cho
Created
Created
2025 Jun 16 22:40
Editor
Edited
Edited
2025 Jul 4 22:17
Refs
Refs

Stochastic Differential Equation

A stochastic differential equation (SDE) is a differential equation with a random term. It typically takes the form , where represents a
Brownian Motion
(
Wiener Process
).
SDE Notion
 
 
 
 
 
 
 

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