Relative invariants, closure, and stochastic differential equations
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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A general expression for a relative invariant of a linear ordinary differential equations is given in terms of the fundamental semi-invariant and an absolute invariant. This result is used to established a number of properties of relative invariants, and it is explicitly shown how to generate fundamental sets of relative and absolute invariants of all orders for the general linear equation. Exp...
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A general expression for a relative invariant of a linear ordinary differential equations is given in terms of the fundamental semi-invariant and an absolute invariant. This result is used to established a number of properties of relative invariants, and it is explicitly shown how to generate fundamental sets of relative and absolute invariants of all orders for the general linear equation. Exp...
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Acknowledgements First of all I would like to thank my supervisor Professor T. Kimura. He taught me how to learn mathematics from the beginning when I just started afresh my life. About four years ago he suggested to study on archimedean local zeta functions of several variables as my first research task for the Master's thesis. I can not give enough thanks to his heartwarming encouragement all...
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The main purpose of this paper is to provide a quantitative analysis to investigate the behavior of the OPEC oil price. Obtaining the best mathematical equation to describe the price and volatility of oil has a great importance. Stochastic differential equations are one of the best models to determine the oil price, because they include the random factor which can apply the effect of different ...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1966
ISSN: 0022-247X
DOI: 10.1016/0022-247x(66)90029-1