Application of Stochastic Differential Equations

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F14%3APU109396" target="_blank" >RIV/00216305:26220/14:PU109396 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Application of Stochastic Differential Equations

Original language description

Stochastic differential equations (the SDE) are used to describe physical phenomena. Solution of the stochastic model is a random process. Objective of the analysis of random processes is the construction of an appropriate model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows forecasting the future and it is possible to control and optimize the activity of the applicable system. In the presented contribution is to first defined probability space and Wiener process. On this basis it is defined the SDE and the basic properties are indicated. The final part contains examples illustrating the use of the SDE in practice.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BA - General mathematics

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Matematika, informatika a aplikované vědy

ISBN

978-80-7231-961-9

ISSN

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e-ISSN

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Number of pages

6

Pages from-to

1-6

Publisher name

Vydavatelské oddělení UO

Place of publication

Brno

Event location

Brno

Event date

Jun 19, 2014

Type of event by nationality

EUR - Evropská akce

UT code for WoS article

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