Stochastic differential equation and some of its applications
Author
Source
Scientific Journal of Faculty of Education
Issue
Vol. 6, Issue 16 (30 Sep. 2020), pp.104-115, 12 p.
Publisher
Misurata University Faculty of Education
Publication Date
2020-09-30
Country of Publication
Libya
No. of Pages
12
Main Subjects
Economy and Commerce
Mathematics
Topics
Abstract AR
تلعب المعادلات التفاضلية الجزئية العشوائية دورا مهما في حياتنا العملية وخاصة في معرفة أسعار الأسهم التجارية، و الأنظمة الفيزيائية.
إن الهدف من هذه الورقة البحثية هو عرض و تقديم المفاهيم الأساسية للمعادلات الجزئية العشوائية و توضيح بعض من تطبيقاتها المهمة.
حيث قمنا بدراسة المعادلة التفاضلية الجزئية لبلاك سكولس و التي تعتمد على المعادلات التفاضلية الجزئية العشوائية.
Abstract EN
Stochastic differential equation (SDE) plays important roles in the real life specially at stock price and physical systems subject.
The purpose of this paper, is provide an introduction to the stochastic differential equation and some of its applications.
Black-scholes partial differential equation is studied, which depended on SDE.
American Psychological Association (APA)
al-Shajmani, Zainab Ali. 2020. Stochastic differential equation and some of its applications. Scientific Journal of Faculty of Education،Vol. 6, no. 16, pp.104-115.
https://search.emarefa.net/detail/BIM-1338029
Modern Language Association (MLA)
al-Shajmani, Zainab Ali. Stochastic differential equation and some of its applications. Scientific Journal of Faculty of Education Vol. 6, no. 16 (Sep. 2020), pp.104-115.
https://search.emarefa.net/detail/BIM-1338029
American Medical Association (AMA)
al-Shajmani, Zainab Ali. Stochastic differential equation and some of its applications. Scientific Journal of Faculty of Education. 2020. Vol. 6, no. 16, pp.104-115.
https://search.emarefa.net/detail/BIM-1338029
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 114-115
Record ID
BIM-1338029
