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BAŠTINEC, J. KLIMEŠOVÁ, M.
Original Title
Solution of special type stochastic differential equation
Type
conference paper
Language
English
Original Abstract
Stochastic modeling has come to play an important role in many branches of science and industry where more and more people have encountered stochastic differential equations.Stochastic model can be used to solve problem which evinces by accident, noise, etc. In this paper we found solution of special type of stochastic differential equation that is described using matrices.
Keywords
Brownian motion stochastic differential equation, Itó formula
Authors
BAŠTINEC, J.; KLIMEŠOVÁ, M.
Released
30. 1. 2017
Publisher
Slovak Unicersity of Technology in Bratislava
Location
Bratislava, Slovensko
ISBN
978-80-227-4649-6
Book
Aplimat 2017, 16th conference on applied mathematics
Pages from
23
Pages to
24
Pages count
2
BibTex
@inproceedings{BUT134470, author="Jaromír {Baštinec} and Marie {Klimešová}", title="Solution of special type stochastic differential equation", booktitle="Aplimat 2017, 16th conference on applied mathematics", year="2017", pages="23--24", publisher="Slovak Unicersity of Technology in Bratislava", address="Bratislava, Slovensko", isbn="978-80-227-4649-6" }