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Abstract
Based on the quadratic variation theorem of the Brownian motion, we have established the basic rules of stochastic differetial calculus operations. Theorem 1. If X,Y, are positive-valued stochastic processes satisfying respectively the following stochastic differenntial equations Then a, b R: Where Theorem 2 Suppose is the Hermite type stochastic process of then
Issue: Vol 12 No 7 (2009)
Page No.: 29-34
Published: Apr 15, 2009
Section: Article
DOI: https://doi.org/10.32508/stdj.v12i7.2263
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