Stochastic differential equations with generalized stochastic volatility and statistical estimators
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: Theory of Probability and Mathematical Statistics
سال: 2018
ISSN: 0094-9000,1547-7363
DOI: 10.1090/tpms/1030