Stochastic differential equations

algorithm that estimates unknowns from a series of measurements over time

differential equations involving stochastic processes

partial differential equation

stochastic differential equation

combination of the diffusion and convection (advection) equations

theorem that gives bounds on integrals of functions

stochastic process with applications in financial mathematics and the physical sciences

method for the approximate numerical solution of stochastic differential equations

A non-linear stochastic partial differential equation

memoryless continuous-time stochastic process that shows two distinct values