Stochastic differential equation and some of its applications

Authors

  • ZIENEB ALI ELSHEGMANI Department of computer- Faculty of Mathematics - University of Misurata

Abstract

Stochastic differential equation (SDE) plays important roles in the real life specially at stock price and physical systems subject. The purpose of this paper, is provide an introduction to the stochastic differential equation and some of its applications. Black-scholes partial differential equation is studied, which depended on SDE.

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Published

2020-09-01

Issue

Vol. 7 No. 02 (2020): Issue 02

Section

Articles