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PubMed · 1837669

Stochastic differential equations, their interpretation and application.

Abstract

The work is recommended to readers with some, maybe heuristic, imagine about stochastic processes that want to meet the notion stochastic differential equation and its interpretation. The notions like Brownian motion and stochastic integral with interpretations in concrete situations in areas of biology and medicine are discussed. The questions are related to mathematical modelling and they may be interpreted in connection with stochastic signal filtering and optimal queuing theory.

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BibTeXRIS

J Mohapl. 1991. Stochastic differential equations, their interpretation and application.. https://pubmed.ncbi.nlm.nih.gov/1837669/

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