The Moment for Some quotient Stochastic Differential Equation with Application
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Abstract
In this article we use the product stochastic differential equations in order to study the solution for some quotient stochastic differential equation by using it ’s formula, Then we find their moments (mean, variance and the k.th moments). Also we gave some examples to explain the method.
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References
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[3] Shuhong Liu, "STOCHASTIC CALCULUS AND STOCHASTIC DIFFERENTIAL EQUATIONS", 2019.
[4] Allen .E.," modeling with It