Solution of special type Stochastic Differential equation

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F17%3APU122816" target="_blank" >RIV/00216305:26220/17:PU122816 - isvavai.cz</a>

Result on the web

<a href="http://evlm.stuba.sk/APLIMAT/indexe.htm" target="_blank" >http://evlm.stuba.sk/APLIMAT/indexe.htm</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Solution of special type Stochastic Differential equation

Original language description

The natural world is influenced by randomness therefore stochastic models are used to test various situations because only the stochastic model can approximate the real model. This article studies the solution of stochastic differential linear equations and systems of stochastic differential equations with Brownian motion. There is used a Itó formula for proofs of main results. Results are illustrated by examples.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

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OECD FORD branch

10101 - Pure mathematics

Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2017

Confidentiality

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

Article name in the collection

Aplimat 2017, proceedings

ISBN

978-80-227-4650-2

ISSN

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e-ISSN

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Number of pages

12

Pages from-to

69-80

Publisher name

STU Bratislava

Place of publication

Bratislava

Event location

Bratislava

Event date

Jan 31, 2017

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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