WebSolve a system of differential equations by specifying eqn as a vector of those equations. example. S = dsolve (eqn,cond) solves eqn with the initial or boundary condition cond. example. S = dsolve ( ___,Name,Value) uses additional options specified by one or more Name,Value pair arguments. example. WebStochastic Differential Equations (SDE) A ordinary differential equation (ODE) dx(t) dt = f(t,x), dx(t) = f(t,x)dt, (1) with initial conditions x(0) = x0 can be written in integral form x(t) = x0 + ∫ t 0 f(s,x(s))ds, (2) where x(t) = x(t,x0,t0) is the solution with initial conditions x(t0) = x0.An example is given as dx(t) dt
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