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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



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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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Copyright: The Authors. This is an open access article distributed under the terms of the Creative Commons Attribution License CC-BY 4.0., which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.

 How to Cite
Duong, D. (2009). DIFFERENTIAL FORMULAS OF STOCHASTIC FUNCTIONS. Science and Technology Development Journal, 12(7), 29-34. https://doi.org/https://doi.org/10.32508/stdj.v12i7.2263

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