Publication detail

The General Linear Stochastic Differential Equation

KOLÁŘOVÁ, E.

Original Title

The General Linear Stochastic Differential Equation

Type

conference paper

Language

English

Original Abstract

The paper presents some examples of linear stochastic differential equations, theire analytic solutions and numerical simulations of the solutions. The confidence intervals of the solutions are also computed.

Keywords

General stochastic differential equation, numerical solution, confidence interval

Authors

KOLÁŘOVÁ, E.

RIV year

2010

Released

20. 5. 2010

Publisher

UNOB Brno

Location

Brno

ISBN

978-80-7231-722-6

Book

XXIIIth International Colloquium on the Management of Educational Process, Proceedings

Edition number

1.

Pages from

128

Pages to

132

Pages count

4

BibTex

@inproceedings{BUT34689,
  author="Edita {Kolářová}",
  title="The General Linear Stochastic Differential Equation",
  booktitle="XXIIIth International Colloquium on the Management of Educational Process, Proceedings",
  year="2010",
  number="1.",
  pages="128--132",
  publisher="UNOB Brno",
  address="Brno",
  isbn="978-80-7231-722-6"
}