Nonstandard construction of the stochastic integral and applications to stochastic differential equations. II
نویسندگان
چکیده
منابع مشابه
Stochastic differential equations and integrating factor
The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1983
ISSN: 0002-9947,1088-6850
DOI: 10.1090/s0002-9947-1983-0678335-1