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.
Rezaeyan, R. & Baloui, E. (2013). Stochastic differential equations and integrating factor. International Journal of Nonlinear Analysis and Applications, 4(2), 62–67. https://doi.org/10.22075/ijnaa.2013.31
MLA
Rezaeyan, R., & Baloui, E. "Stochastic differential equations and integrating factor", International Journal of Nonlinear Analysis and Applications, 4, 2, 2013, 62–67. doi: 10.22075/ijnaa.2013.31
HARVARD
Rezaeyan, R., & Baloui, E. (2013). 'Stochastic differential equations and integrating factor', International Journal of Nonlinear Analysis and Applications, 4(2), pp. 62–67. doi: 10.22075/ijnaa.2013.31
CHICAGO
Rezaeyan, R. & Baloui, E., "Stochastic differential equations and integrating factor." International Journal of Nonlinear Analysis and Applications, 4 2 (2013): 62–67, doi: 10.22075/ijnaa.2013.31
VANCOUVER
Rezaeyan R., Baloui E. Stochastic differential equations and integrating factor. IJNAA. 2013;4(2):62–67. doi: 10.22075/ijnaa.2013.31
International Journal of Nonlinear Analysis and Applications