Studying the Methods of Solutions for Some Nonlinear Stochastic Differential Equations

Abstract

A variety of scientific fields, including physics, engineering, and finance, have recently used stochastic processes and stochastic calculus. A particular class of stochastic processes that are stochastically integral and frequently described as solutions to stochastic differential equations is the focus of stochastic calculus. Different methods such as: (integrate factor, heat equation, and Linearization) for some non-linear stochastic differential equations to find their analytic (exact) solution have been studied in this work. We also suggested a method to linearization the solution. The outcomes of applying the suggested method to the two models were identical to the outcomes of applying the integration factor method.