Detail publikace

Stochastic Differential Equations in Biology

KLIMEŠOVÁ, M.

Originální název

Stochastic Differential Equations in Biology

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

Stochastic differential equations (the SDE) are used to describe physical phenomena. Solution of the stochastic model is a random process. Target of the study of random processes is the construction of a suitable model, which allows understanding the mechanisms. On their basis observed data are generated. Knowledge of the model also allows predicting the future and it is possible to regulate and optimize the activity of the applicable system. In the presented contribution is to first defined probability space and Wiener process. On this basis it is defined the SDE and the basic properties are indicated. The final part contains example illustrating the use of the SDE in practice.

Klíčová slova

stochastic process; Brownian motion; Wiener process; stochastic differential equations; application

Autoři

KLIMEŠOVÁ, M.

Rok RIV

2014

Vydáno

27. 8. 2014

Nakladatel

FEKT VUT

Místo

Brno

ISBN

978-80-214-5005-9

Kniha

Sborník příspěvků studentské konference Zvůle 2014

Číslo edice

1

Strany od

23

Strany do

26

Strany počet

4

BibTex

@inproceedings{BUT109062,
  author="Marie {Klimešová}",
  title="Stochastic Differential Equations in Biology",
  booktitle="Sborník příspěvků studentské konference Zvůle 2014",
  year="2014",
  number="1",
  pages="23--26",
  publisher="FEKT VUT",
  address="Brno",
  isbn="978-80-214-5005-9"
}