APPROXIMATE ANALYTICAL SOLUTIONS OF LINEAR STOCHASTIC DIFFERENTIAL MODELS BASED ON KARHUNEN-LOÉVE EXPANSION WITH FINITE SERIES TERMS

APPROXIMATE ANALYTICAL SOLUTIONS OF LINEAR STOCHASTIC DIFFERENTIAL MODELS BASED ON KARHUNEN-LOÉVE EXPANSION WITH FINITE SERIES TERMS

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Stochastic Differential Equations (SDEs) as particular forms of Differential Equations (DEs) play immense roles in modeling of various phenomena with applications in physical sciences, and finance- such as stock option practices due to thermal and random fluctuations. The solutions of these SDEs, if they exist, are difficult to obtain, unlike those of the Differential Equations. In this paper,...
 
Published at Commun. Math. Biol. Neurosci.
Volume 2020
Issue 40
Pages 1-19
Published in 2020
 
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O.P. OGUNDILE, S.O. EDEKI
Ogundile Opeyemi » Opeyemi Paul Ogundile obtained his B.Sc and M.Sc in Industrial Mathematics from Covenant University. He works as a researcher and Lecturer at the department of mathematics, Covenant University,Ota, Ogun State. His research interests include: Financial and Computational Mathematics, Modelling, Stochastic processes and numerics. view full profile
Ogundile Opeyemi
 
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