Semnan University International Journal of Nonlinear Analysis and Applications 2008-6822 4 2 2013 10 01 Stochastic differential equations and integrating factor 62 67 31 10.22075/ijnaa.2013.31 EN R. Rezaeyan Department of Statistic and Mathematics, Nour Branch, Islamic Azad University, Nour, Iran. E Baloui Department of Statistics, Qaemshahr Branch, Islamic Azad University, Qaemshahr, Iran. Journal Article 2012 08 12 The aim of this paper is the analytical solutions the family of first-order nonlinear stochastic differential equations. We define an integrating factor for the large class of special nonlinear stochastic differential equations. With multiply both sides with the integrating factor, we introduce a deterministic differential equation. The results showed the accuracy of the present work. https://ijnaa.semnan.ac.ir/article_31_dc8cf016f3416e0d527b8616b22dccfc.pdf