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Stohastičke diferencijalne jednadžbe (SDE)×Modeliranje utemeljeno na agentima (ABM)×
PodručjeSimulacijaSimulacija
ObiteljProcess / pipelineProcess / pipeline
Godina nastanka1944 (theory); 1992 (numerical framework)1970s–1990s (formalized as a field)
TvoracKiyosi Itô (Itô calculus, 1944); Peter Kloeden & Eckhard Platen (numerical methods, 1992)Thomas Schelling and Robert Axelrod (foundational contributions, 1970s–1990s)
VrstaContinuous-time stochastic process modelComputational simulation method
Temeljni izvorØksendal, B. (2003). Stochastic Differential Equations: An Introduction with Applications (6th ed.). Springer. DOI ↗Axelrod, R. (1997). The Complexity of Cooperation: Agent-Based Models of Competition and Collaboration. Princeton University Press. DOI ↗
Drugi naziviSDE, Itô equations, Stokastik Diferansiyel Denklemler (SDE)ABM, Ajan Tabanlı Modelleme (ABM), multi-agent simulation, individual-based modeling
Srodne45
SažetakStochastic differential equations (SDEs) are differential equation models that combine a deterministic drift term — governing the average tendency of a system — with a stochastic diffusion term driven by a Wiener process (Brownian motion). Pioneered through Itô calculus by Kiyosi Itô in 1944 and given a comprehensive numerical treatment by Kloeden and Platen in 1992, SDEs are the standard modelling language for continuous-time systems subject to random noise, including financial asset prices, population dynamics, and physical processes.Agent-based modeling (ABM) is a computational simulation method, formalized through the work of Thomas Schelling and Robert Axelrod in the 1970s–1990s, that simulates the behavior of complex systems by specifying and running autonomous agents — individuals, firms, cells, or any bounded entity — whose local interactions with each other and with their environment collectively produce global, system-level patterns that could not be predicted from any single agent's rules alone.
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ScholarGateUsporedite metode: Stochastic Differential Equations · Agent-Based Modeling. Preuzeto 2026-06-17 s https://scholargate.app/hr/compare