stochastic differential equation sde

listen to the pronunciation of stochastic differential equation sde
English - English

Definition of stochastic differential equation sde in English English dictionary

<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