Studying the Ito ̃ ’s formula for some stochastic differential equation: (Quotient stochastic differential equation)
DOI:
https://doi.org/10.25130/tjps.v26i3.150Abstract
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.
Downloads
Published
How to Cite
License
Copyright (c) 2021 Tikrit Journal of Pure Science
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.
