Stochastic differential equations and integrating factor


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

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


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.


  • Receive Date: 29 August 2012
  • Revise Date: 29 March 2013
  • Accept Date: 29 March 2013
  • First Publish Date: 01 June 2013