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Stochastic Differential Equation (SDE) Solutions 1.0

  Date Added: August 18, 2013  |  Visits: 184

Stochastic Differential Equation (SDE) Solutions

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The linear Stochastic Differential Equation (LSDE) is very widely used equation in the noise analysis of LTI circuits. It involves the input signal to be perturbed with Gaussian white noise. To find the solution statistics like mean, varaiance is a tasking job and requires full power of Stochastic Calculus. The function provided here eases the job and effectively finds the first two moments of LSDE.

Requirements: No special requirements
Platforms: Matlab
Keyword: Calculus Function Moments Power Provided Requires Statistics Tasking Varaiance
Users rating: 0/10

License: Shareware Size: 10 KB
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