Recent content by hkour

  1. H

    Graduate Example of stochastic differential equations

    the stationary pdf of X gives the inverse gaussian distribution. I need the full solution
  2. H

    Graduate Example of stochastic differential equations

    hello to everyone, I have a problem solving a stochastic differential equation of the form: dX/dt=aX²+bX+c+sXn(t), where n(t) is white noise with a mean value equal to 0 and variance equal to one. Does anyone know the solution of this stochastic differential equation or how to solve...