stochastic differential equation sde

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Definition von stochastic differential equation sde im Englisch Englisch wörterbuch

<span class="word-self">stochasticspan> <span class="word-self">differentialspan> <span class="word-self">equationspan>
a type of differential equation in which one or more of the terms is a stochastic process resulting in a solution which is itself a stochastic process