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.

The so called integrating factor method, used to find solutions of ordinary differential equations of a certain type, is well known. In this article, we extend it to equations with values in a Banach space. Besides being of interest in itself, this extension will give us the opportunity to touch on a few topics that are not usually found in the relevant literature. Our presentation includes var...

In this paper, we will obtain first integral, integrating factor and λ-symmetry of third-order ODEs u ⃛=F(x,u,u ̇,u ̈). Also we compare Prelle -Singer (PS) method and λ-symmetry method for third-order differential equations.In this paper, we will obtain first integral, integrating factor and λ-symmetry of third-order ODEs u ⃛=F(x,u,u ̇,u ̈). Also we compare Prelle -Singer (PS) method and λ-symmetry m...

This paper develops a comprehensive framework to address uncertainty about the correct factor model. Asset pricing inferences draw on composite model that integrates over competing models weighted by posterior probabilities. Evidence shows unconditional record near-zero probabilities, while post-earnings announcement drift, quality-minus-junk, and intermediary capital are potent factors in cond...

The multislope ski-rental problem is an extension of the classical ski-rental problem, where the player has several options of paying both of a per-time fee and an initial fee, in addition to pure renting and buying options. Damaschke gave a lower bound of 3.62 on the competitive ratio for the case where arbitrary number of options can be offered. In this paper we propose a scheme that for the ...