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  Encyclopedia of Keywords > Glossaries > Glossary of Equations > Stochastic Differential Equation /   Michael Charnine

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  1. A stochastic differential equation is a differential equation with an element of randomness in the equation.

Stochastic Differential Equation

  1. This random variable evolves under a stochastic differential equation.
  2. The third form is the stochastic differential equation that is used most frequently in Mathematics and Finance (see below).
  3. Click here for more information on the ANISE stochastic differential equation (SDE) solver and its call sequence.
  4. The Fokker-Planck equation can be used for computing the probability densities of stochastic differential equation s.


  1. In statistical physics, a Langevin equation is a stochastic differential equation describing Brownian motion in a potential.
  2. The linear Stochastic Differential Equation (LSDE) is very widely used equation in the noise analysis of LTI circuits.
  3. Books about "Stochastic Differential Equation" in

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  Originally created: May 21, 2008.
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