Stochastic differential equations and integrating factor

MaRDI QIDQ5403664zbMATH OpenFDO

Authors

Publication date 27 March 2014

Full work available at URL http://www.ijnaa.semnan.ac.ir/?_action=showPDF&article=31&_ob=dc8cf016f3416e0d527b8616b22dccfc&fileName=full_text.pdf.

zbMATH Keywords

analytical solutionintegrating factorstochastic differential equation

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(4)

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