The drift coefficient is the coefficient of in a stochastic differential equation. It describes the local deterministic tendency of the process.

Ancestors (9)

  1. Itô diffusion
  2. Stochastic differential equation
  3. Stochastic calculus
  4. Stochastic process
  5. Probability theory
  6. Probability and statistics
  7. Area of mathematics
  8. Mathematics
  9. Home

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