ABOUT A TECHNIQUE OF SOLVING SOME DIFFERENTIAL STOCHASTIC ITÔ EQUATIONS
Journal Title: Journal of Science And Arts - Year 2010, Vol 13, Issue 2
Abstract
The differential stochastic systems modeled the evolutive phenomena of environment influenced by stochastic forces. In this article it solved, using the Itô’s formula, some differential stochastic systems for a vibrating string subject to a stochastic force and electric circuit.
Authors and Affiliations
MIHAI DOINA-CONSTANTA
Keywords
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