|
查看: 1597|回复: 11
|
有誰懂怎樣做stochastic differential equation
[复制链接]
|
|
|
楼主 |
发表于 14-4-2008 05:58 PM
|
显示全部楼层
沒人懂怎樣做嗎？ |
|
|
|
|
|
|
|
|
|
|
|
发表于 19-4-2008 01:21 AM
|
显示全部楼层
|
|
|
|
|
|
|
|
|
|
|
发表于 22-4-2008 01:38 PM
|
显示全部楼层
甚麽？來的？ |
|
|
|
|
|
|
|
|
|
|
|
发表于 22-4-2008 03:53 PM
|
显示全部楼层
|
|
|
|
|
|
|
|
|
|
|
楼主 |
发表于 25-4-2008 04:32 PM
|
显示全部楼层
|
有誰對stochastic有興趣的嗎？Wikipedia的沒有太大幫助。。。。 |
|
|
|
|
|
|
|
|
|
|
|
发表于 25-4-2008 08:00 PM
|
显示全部楼层
|
|
|
|
|
|
|
|
|
|
|
楼主 |
发表于 26-4-2008 04:05 PM
|
显示全部楼层
|
A stochastic process, or sometimes random process, is the counterpart to a deterministic process (or deterministic system) in probability theory. Instead of dealing only with one possible 'reality' of how the process might evolve under time (as is the case, for example, for solutions of an ordinary differential equation), in a stochastic or random process there is some indeterminacy in its future evolution described by probability distributions. This means that even if the initial condition (or starting point) is known, there are many possibilities the process might go to, but some paths are more probable and others less. |
|
|
|
|
|
|
|
|
|
|
|
发表于 26-4-2008 06:01 PM
|
显示全部楼层
|
那stochastic differential equation呢？ |
|
|
|
|
|
|
|
|
|
|
|
楼主 |
发表于 26-4-2008 06:07 PM
|
显示全部楼层
回复 9# antimatter 的帖子
dX=Fdt+GdW
W is winer process....
不是那樣簡單。。。。還有一個叫 ITO formula 的東西來slove它的。。。就是不明白才問看有誰懂咯。。。下次再告訴你。。。晚餐時間 |
|
|
|
|
|
|
|
|
|
|
|
发表于 26-4-2008 06:15 PM
|
显示全部楼层
哈哈，好。谢谢你。
不过我还是不懂G 和 W是什么…… |
|
|
|
|
|
|
|
|
|
|
|
发表于 3-5-2008 01:10 PM
|
显示全部楼层
|
|
|
|
|
|
|
|
|
| |
 本周最热论坛帖子
|
变色卡
千斤顶
2038 
45
