Skip to main navigation
Skip to search
Skip to main content
Heriot-Watt Research Portal Home
Help & FAQ
Home
Profiles
Research Units
Research output
Datasets
Equipment
Prizes
Activities
Press / Media
Courses
Search by expertise, name or affiliation
Stochastic differential equations
Gabriel James Lord
School of Mathematical & Computer Sciences
Mathematics
Research output
:
Chapter in Book/Report/Conference proceeding
›
Chapter
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Stochastic differential equations'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Numerical Approximation
100%
Stochastic Differential Equations
90%
Stochastic Integration
71%
Colored Noise
71%
Itô Integral
69%
Weak Approximation
69%
Itô's Formula
65%
Fokker-Planck Equation
56%
Convert
53%
White noise
51%
Brownian motion
45%
Differentiable
43%
Exact Solution
39%
Path
35%
Formulation
32%