Application of Aboodh Transform to the Solution of Stochastic Differential Equation
Journal Title: Journal of Advanced Research in Applied Mathematics and Statistics - Year 2018, Vol 3, Issue 4
Abstract
The solutions to differential equations (DEs) with emphasis on the stochastic differential equation (SDE) are achieved by implementing a new integral transform, namely, Aboodh transform, and the transformation method and properties on the given DE. In this work, we found the particular solution of the SDE on specified initial conditions. Furthermore, this solution is used to discuss the equilibrium price and growth rate of asset.
Authors and Affiliations
Bright Okore Osu,
Keywords
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- EP ID EP524076
- DOI 10.24321/2455.7021.201802
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