Authors

• R. Rezaeyan ¹
• E Baloui ²

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 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.

Keywords

• Stochastic Differential Equation
• Analytical Solution
• Integrating Factor