stochastic differential equation

noun

a type of differential equation in which one or more of the terms is a stochastic process resulting in a solution which is itself a stochastic process

Similar
SDE
Ask AI about this wordChatGPTClaudePerplexityGoogle AIGrok

Meanings

nounstochastic differential equation (plural stochastic differential equations)

plural stochastic differential equations

  1. calculusa type of differential equation in which one or more of the terms is a stochastic process resulting in a solution which is itself a stochastic process

    Synonyms: SDE

Synonyms & antonyms

nouna type of differential equation in which one or more of the terms is a stochastic process resulting in a solution which is itself a stochastic process

Similar
SDE

Translations

Bulgarian стохастично диференциално уравнение
  • стохастично диференциално уравнение (stohastično diferencialno uravnenie)type of differential equation
Finnish stokastinen differentiaaliyhtälö
  • stokastinen differentiaaliyhtälötype of differential equation
French équation différentielle stochastique
  • équation différentielle stochastiquetype of differential equation
German stochastische Differentialgleichung
  • stochastische Differentialgleichungtype of differential equation
Polish równanie różniczkowe stochastyczne
  • równanie różniczkowe stochastycznetype of differential equation
Romanian ecuație diferențială stocastică
  • ecuație diferențială stocasticătype of differential equation
Russian стохастическое дифференциальное уравне́ние
  • стохастическое дифференциальное уравне́ние (stoxastičeskoje differencialʹnoje uravnénije)type of differential equation
Spanish ecuación diferencial estocástica
  • ecuación diferencial estocásticatype of differential equation
Cite this entry
APA

stochastic differential equation. (n.d.). In WatkinsX Dictionary. Retrieved November 5, 2026, from https://dictionary.watkinsx.com/word/stochastic%20differential%20equation

MLA

“stochastic differential equation.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/stochastic%20differential%20equation. Accessed November 5, 2026.

Chicago

WatkinsX Dictionary, s.v. “stochastic differential equation,” accessed November 5, 2026, https://dictionary.watkinsx.com/word/stochastic%20differential%20equation.

Source: stochastic differential equation on Wiktionary, CC BY-SA 4.0.