Mathematical models with stochastic differential equations

Miteva, Marija and Koceva Lazarova, Limonka (2019) Mathematical models with stochastic differential equations. Balkan Journal of Applied Mathematics and Informatics, 2 (2). pp. 73-79. ISSN ISSN 2545-4803

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Abstract

We consider in this paper mathematical models that describe physical processes, applying stochastic differential equations. Modelling with ordinary differential equations results usually with deterministic process, but the model will be more real if we do not know the future state of the process exactly, but we know it with certain probability. Then we use stochastic differential equations.

Item Type: Article
Subjects: Natural sciences > Matematics
Divisions: Faculty of Computer Science
Depositing User: Limonka Koceva Lazarova
Date Deposited: 08 Nov 2021 10:15
Last Modified: 08 Nov 2021 10:15
URI: https://eprints.ugd.edu.mk/id/eprint/28725

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