Solution of stochastic linear ordinary delay differential equations. +CD

number: 
2272
إنجليزية
Degree: 
Imprint: 
Mathematics and Computer Applications
Author: 
Hussna Ahmed Jassim
Supervisor: 
Dr. Fadhel Subhi Fadhel
year: 
2009
Abstract:

This thesis have three main objectives. The first objective is to give a study of stochastic calculus, including the basic definitions and fundamental concepts related to this topic including the proof of some results, and among such results is the proof of Hِlder's inequality of expectation, the existence and uniqueness theorem of stochastic differential equations and the Euler's method for solving stochastic differential equations. The second objective is to study the analytical and numerical methods for solving stochastic differential equations. The third objective is to modify the methods of solution to solve delay stochastic differential equations.