Generalization of the Transformation Method to the Stratonovich Formula for Solving Stochastic Differential Equations
In this research, the reducible method or what is called the transformation method was generalized to the Stratonovich formula used to solve stochastic differential equations (SDEs), and the general formulas for the solutions and their theories were reached and the conditions necessary for reducing...
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| Format: | Article |
| Language: | English |
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Mosul University
2025-06-01
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| Series: | Al-Rafidain Journal of Computer Sciences and Mathematics |
| Subjects: | |
| Online Access: | https://csmj.uomosul.edu.iq/article_186828_d8c13c04fbc361b5ad819e87668c276a.pdf |
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| _version_ | 1849240072602255360 |
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| author | Ali alojedi Abdulghafoor J. Salim |
| author_facet | Ali alojedi Abdulghafoor J. Salim |
| author_sort | Ali alojedi |
| collection | DOAJ |
| description | In this research, the reducible method or what is called the transformation method was generalized to the Stratonovich formula used to solve stochastic differential equations (SDEs), and the general formulas for the solutions and their theories were reached and the conditions necessary for reducing the stochastic differential equation were clarified by generalizing this method from the Ito integration formula to the Stratonovich integration formula and the transformation method between them, and these two integration formulas (Ito formula and Stratonovich formula) were applied to a group of diverse examples and the solutions were obtained and drawn (by the MATLAB program) and the results of the solutions for both methods were compared. |
| format | Article |
| id | doaj-art-5a25ad17a6484ce995ce40e5656ecac1 |
| institution | Kabale University |
| issn | 1815-4816 2311-7990 |
| language | English |
| publishDate | 2025-06-01 |
| publisher | Mosul University |
| record_format | Article |
| series | Al-Rafidain Journal of Computer Sciences and Mathematics |
| spelling | doaj-art-5a25ad17a6484ce995ce40e5656ecac12025-08-20T04:00:44ZengMosul UniversityAl-Rafidain Journal of Computer Sciences and Mathematics1815-48162311-79902025-06-01191344010.33899/csmj.2025.155177.1155186828Generalization of the Transformation Method to the Stratonovich Formula for Solving Stochastic Differential EquationsAli alojedi0Abdulghafoor J. Salim1جامعة الموصلDepartment Mathematics, College of Computer Science and Mathematics, University of Mosul, Iraq.In this research, the reducible method or what is called the transformation method was generalized to the Stratonovich formula used to solve stochastic differential equations (SDEs), and the general formulas for the solutions and their theories were reached and the conditions necessary for reducing the stochastic differential equation were clarified by generalizing this method from the Ito integration formula to the Stratonovich integration formula and the transformation method between them, and these two integration formulas (Ito formula and Stratonovich formula) were applied to a group of diverse examples and the solutions were obtained and drawn (by the MATLAB program) and the results of the solutions for both methods were compared.https://csmj.uomosul.edu.iq/article_186828_d8c13c04fbc361b5ad819e87668c276a.pdfwiener processstochastic differential equationexact solutionito – formulasstratonovich formula |
| spellingShingle | Ali alojedi Abdulghafoor J. Salim Generalization of the Transformation Method to the Stratonovich Formula for Solving Stochastic Differential Equations Al-Rafidain Journal of Computer Sciences and Mathematics wiener process stochastic differential equation exact solution ito – formulas stratonovich formula |
| title | Generalization of the Transformation Method to the Stratonovich Formula for Solving Stochastic Differential Equations |
| title_full | Generalization of the Transformation Method to the Stratonovich Formula for Solving Stochastic Differential Equations |
| title_fullStr | Generalization of the Transformation Method to the Stratonovich Formula for Solving Stochastic Differential Equations |
| title_full_unstemmed | Generalization of the Transformation Method to the Stratonovich Formula for Solving Stochastic Differential Equations |
| title_short | Generalization of the Transformation Method to the Stratonovich Formula for Solving Stochastic Differential Equations |
| title_sort | generalization of the transformation method to the stratonovich formula for solving stochastic differential equations |
| topic | wiener process stochastic differential equation exact solution ito – formulas stratonovich formula |
| url | https://csmj.uomosul.edu.iq/article_186828_d8c13c04fbc361b5ad819e87668c276a.pdf |
| work_keys_str_mv | AT alialojedi generalizationofthetransformationmethodtothestratonovichformulaforsolvingstochasticdifferentialequations AT abdulghafoorjsalim generalizationofthetransformationmethodtothestratonovichformulaforsolvingstochasticdifferentialequations |