Studying the Ito ̃ ’s formula for some stochastic differential equation: (Quotient stochastic differential equation)
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Abstract
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 equation and we generalize the method for all m supported by some examples to explain the method.
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