The Analytic solution for some non-linear stochastic differential equation by linearization (Linear-transform)
In this paper, we study a reducible method which is called linearization(Linear-transform) for some non-linear stochastic differential equations (SDEs) to linear by using the Ito-integrated formula. And then finding their analytic solution, we compare the obtained solution for the nonlinear SDEs wit...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Mosul University
2023-06-01
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| Series: | Al-Rafidain Journal of Computer Sciences and Mathematics |
| Subjects: | |
| Online Access: | https://csmj.mosuljournals.com/article_179475_919cd3288ef01a2fc9aa14d5ee075e14.pdf |
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