Studying the Ito ̃ ’s formula for some stochastic differential equation: (Quotient stochastic differential equation)

  • Abdulghafoor J. Salim
  • , Ali F. Ali

Abstract

The aim of this paper is to study It  ’s formula for some stochastic differential equation such as quotient stochastic differential equation, by using the function F (t, x (t)) which satisfies the product   Ito’s formula, then we find some calculus relation for the quotient stochastic differential equation and we generalize the method for all m supported by some examples to explain the method


 


http://dx.doi.org/10.25130/tjps.26.2021.055

Published
Jul 10, 2021
How to Cite
SALIM, Abdulghafoor J.; ALI, , Ali F.. Studying the Ito ̃ ’s formula for some stochastic differential equation: (Quotient stochastic differential equation). Tikrit Journal of Pure Science, [S.l.], v. 26, n. 3, p. 108-112, july 2021. ISSN 2415-1726. Available at: <https://tjps.tu.edu.iq/index.php/j/article/view/1157>. Date accessed: 22 sep. 2021. doi: http://dx.doi.org/10.25130/j.v26i3.1157.
Section
Articles