# Category:Stochastic differential equations

Computing portal |

Here is a list of articles in the Stochastic differential equations category of the Computing portal that unifies foundations of mathematics and computations using computers.

## Pages in category "Stochastic differential equations"

The following 35 pages are in this category, out of 35 total.

- Stochastic differential equation
*(computing)*

### C

- Convection–diffusion equation
*(physics)*

### D

- Doléans-Dade exponential
*(computing)* - Dynkin's formula
*(computing)*

### E

- Euler–Maruyama method
*(computing)*

### F

- Filtering problem (stochastic processes)
*(computing)* - Freidlin–Wentzell theorem
*(computing)*

### G

- Generalized filtering
*(computing)* - Girsanov theorem
*(computing)* - Green measure
*(computing)* - Grönwall's inequality
*(computing)*

### H

- Hörmander's condition
*(computing)*

### I

- Infinitesimal generator (stochastic processes)
*(computing)* - Itô diffusion
*(computing)*

### K

- Kalman filter
*(computing)* - Kardar–Parisi–Zhang equation
*(computing)* - Kolmogorov backward equations (diffusion)
*(computing)*

### M

- Magnus expansion
*(physics)* - McKean–Vlasov process
*(computing)* - Mean-reverting process
*(computing)* - Milstein method
*(computing)*

### O

- Ornstein–Uhlenbeck process
*(computing)*

### R

- Random dynamical system
*(computing)* - Regularity structure
*(physics)* - Reversible diffusion
*(computing)* - Runge–Kutta method (SDE)
*(computing)*

### S

- Stochastic partial differential equation
*(computing)* - Stochastic processes and boundary value problems
*(computing)* - Switching Kalman filter
*(computing)*

### T

- Tanaka equation
*(computing)* - Telegraph process
*(computing)*

### V

- Von Foerster equation
*(physics)*

### W

- Wiener equation
*(computing)*

### Z

- Zakai equation
*(computing)*