Wick Stochastic Differential Equations
摘要
In this chapter, we discuss the Wick type stochastic differential equationsStochastic differential equations (WSDEsWSDEs) and their analytical solutions. First, we present the WSDEs within the context of applications in complex systems, and why it is important to use WSDE in modeling phenomena encountered especially in chemical transformationsChemical transformations. We then present mathematical spaces and theorems that are used to in developing analytical solutions. Then we discuss the analytical solutions, and lastly, we compute the analytical solutions for simplified WSDEs.