Studying the Ito ̃ ’s formula for some stochastic differential equation: (Quotient stochastic differential equation)
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...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Tikrit University
2021-07-01
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| Series: | Tikrit Journal of Pure Science |
| Subjects: | |
| Online Access: | https://tjpsj.org/index.php/tjps/article/view/150 |
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