Stochastic Differential Equations and Integrating Factor
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نویسنده
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Rezaeyan R. ,Baloui Jamkhaneh E.
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منبع
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international journal of nonlinear analysis and applications - 2013 - دوره : 4 - شماره : 2 - صفحه:62 -67
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چکیده
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The aim of this paper is the analytical solutions the family of first-order nonlinear stochastic differential equations. we define an integrating factor for the large class of special nonlinear stochastic differential equations. with multiply both sides with the integrating factor, we introduce a deterministic differential equation. the results showed the accuracy of the present work.
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کلیدواژه
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Stochastic Differential Equation ,Analytical Solution ,Integrating Factor.
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آدرس
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islamic azad university, Department of Statistic and Mathematics, ایران, islamic azad university, Department of Statistics, ایران
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پست الکترونیکی
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e.baloui@qaemshahriau.ac.ir
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