Stochastic differential equations and integrating factor

Authors

1 Department of Statistic and Mathematics, Nour Branch, Islamic Azad University, Nour, Iran.

2 Department of Statistics, Qaemshahr Branch, Islamic Azad University, Qaemshahr, Iran.

Abstract

The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic diff erential
equations. We de ne an integrating factor for the large class of special nonlinear stochastic
di erential equations. With multiply both sides with the integrating factor, we introduce a deterministic
di erential equation. The results showed the accuracy of the present work.

Keywords