The Moment for Some quotient Stochastic Differential Equation with Application

Authors

  • Abdulghafoor J. Salim
  • Ali F. Ali

DOI:

https://doi.org/10.25130/tjps.v27i2.69

Keywords:

stochastic differential equations; (quotient, product S.D.E); ito ̂’s formula; moment

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.

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Published

2022-11-30

How to Cite

Abdulghafoor J. Salim, & Ali F. Ali. (2022). The Moment for Some quotient Stochastic Differential Equation with Application. Tikrit Journal of Pure Science, 27(2), 65–69. https://doi.org/10.25130/tjps.v27i2.69

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