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Results tagged with stochastic-calculus
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user 167626
Stochastic calculus provides a consistent theory of integration for stochastic processes and is used to model random systems. Its applications range from statistical physics to quantitative finance.
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What phenomena are better modelled by SDE instead of ODE?
Brownian motion is an obvious example. Brownian motion described particles dispersed in a liquid that are large enough that the random jossling of the water molecules becomes important. Being one of t …
