Stochastic ordinary and partial differential equations generalize the concepts of ordinary and partial differential equations to the setting where the unknown is a stochastic process.
The description of this tag seems off. Typically the unknown process is not differentiable, and so SDEs are not really differential equations at all. I slightly modified the original description.
Nawaf Bou-Rabee
- 6k
- 2
- 20
- 40
