The Moment for Some quotient Stochastic Differential Equation with Application
Article Sidebar
Main Article Content
Abstract
In this article we use the product stochastic differential equations in order to study the solution for some quotient stochastic differential equation by using it ’s formula, Then we find their moments (mean, variance and the k.th moments). Also we gave some examples to explain the method.
Downloads
Article Details
Issue
Section
This work is licensed under a Creative Commons Attribution 4.0 International License.
Tikrit Journal of Pure Science is licensed under the Creative Commons Attribution 4.0 International License, which allows users to copy, create extracts, abstracts, and new works from the article, alter and revise the article, and make commercial use of the article (including reuse and/or resale of the article by commercial entities), provided the user gives appropriate credit (with a link to the formal publication through the relevant DOI), provides a link to the license, indicates if changes were made, and the licensor is not represented as endorsing the use made of the work. The authors hold the copyright for their published work on the Tikrit J. Pure Sci. website, while Tikrit J. Pure Sci. is responsible for appreciate citation of their work, which is released under CC-BY-4.0, enabling the unrestricted use, distribution, and reproduction of an article in any medium, provided that the original work is properly cited.
How to Cite
References
[1] Lawrence C. Evans, "An Introduction to Stochastic Differential equation",2013.
[2] A.N. Kolmogorov, "The Basic Notation of Stochastic Calculus",1933 .
[3] Shuhong Liu, "STOCHASTIC CALCULUS AND STOCHASTIC DIFFERENTIAL EQUATIONS", 2019.
[4] Allen .E.," modeling with It
