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Stochastic differential equations

 Home Mathematics Fields of mathematics Applied mathematics Mathematical finance Stochastic calculus
 0 By others on same topic  0 Discussions  1970-01-01  See my version
Stochastic Differential Equations (SDEs) are equations that involve stochastic processes, which means they incorporate randomness or noise into their formulation. SDEs are used to model systems that are influenced by random effects, making them particularly useful in fields such as finance, physics, biology, and engineering. ### Key Components of SDEs: 1. **Differential Equation**: Like ordinary differential equations (ODEs), SDEs describe how a variable evolves over time.

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