Studying the Ito ̃ ’s formula for some stochastic differential equation: (Quotient stochastic differential equation)

Abstract

The aim of this paper is to study It ’s formula for some stochastic differential equation such as quotient stochastic differential equation, by using the function F (t, x (t)) which satisfies the product Ito’s formula, then we find some calculus relation for the quotient stochastic differential equation and we generalize the method for all m supported by some examples to explain the method.

Keywords

• stochastic differential equation
• Itõ’s formula
• quotient stochastic differential equation