论文信息 - The approximate solutions of some stochastic differential equations using transformations

The approximate solutions of some stochastic differential equations using transformations

In this paper, the transformation technique together with a numerical technique is used to obtain an approximate probability density function (pdf) for the solution process of some stochastic differential equations. The approach is applied on some first order and second order differential equations with making comparisons with the exact solution if possible.

Magdy A. El-Tawil | M. El-Tawil

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