Talk:Stochastic differential equation

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You have new messages (last change).

Created a new page here from what was previously all in Langevin equation - which is actually more specific than just an SDE. More work is needed. --SgtThroat 15:04, 4 Jan 2005 (UTC)

I don't get it: "A weak solution consists of a probability space and a process that satisfies the integral equation, while a strong solution is a process that satisfies the equation and is defined on a given probability space."

I read this to say that a weak solution satisfies A&B, while a strong solution satisfies B&A. Please clarify.

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• This page was last modified 23:34, 13 June 2006 by Anonymous user(s) of Wikipedia. Based on work by Wikipedia user(s) SgtThroat.
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