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stochastic differential |
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stochastic differential [stō′kas·tik ‚dif·ə′ren·chəl] (mathematics) An expression representing the random disturbances occurring in an infinitesimal time interval; it has the formdWt, where {Wt,t≥ 0} is a Wiener process. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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| In theoretical modelling, finance literature makes regular use of continuous-time stochastic differential equations (SDEs). Specifically, assume two stochastic differential equations (SDEs) describing the dynamics of two defaultable discount bond prices, B(t, [T. Essentially, evolutionary models are systems of deterministic or stochastic differential or difference equations (dynamical systems), which are derived from the payoff matrix of the same constituent game that eductive game theory takes as point of departure. |
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