THE USING OF THE INTEGRATING FACTOR IN SOLVING OF DIFERENTIAL STOCHASTIC EQUATION
Journal Title: Journal of Science And Arts - Year 2009, Vol 11, Issue 2
Abstract
More and random phenomena in our environment are modulated by differential stochastic equations. The problem is finding of techniques solving differential stochastic equation using similar ways to the one we use for solving classic differential calculus. One such way is solving differential stochastic equation with the integrating factor. In the following paper is exemplifies of this solving way in respect of the Ito's rules of the stochastic differential calculus.
Authors and Affiliations
Doina Mihai
Keywords
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