The Moment for Some quotient Stochastic Differential Equation with Application
DOI:
https://doi.org/10.25130/tjps.v27i2.69الكلمات المفتاحية:
stochastic differential equations; (quotient, product S.D.E); ito ̂’s formula; momentالملخص
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.
التنزيلات
منشور
كيفية الاقتباس
الرخصة
الحقوق الفكرية (c) 2022 Tikrit Journal of Pure Science
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