STABILITY OF RICCATI STOCHASTIC DIFFERENTIAL EQUATION

  • ADEL S. HUSSAIN Dept. of IT., Amedey Institute, Duhok Polytechnic University, Kurdistan Region-Iraq
Keywords: Numerical Solutions:, Riccati stochastic differential equations :, linear stability:

Abstract

In this work, we   study  the numerical method for solving stability  of  Riccati stochastic differential equation, because of the difficulty of finding analytical solutions for many of the stochastic differential equations the Riccati method   was used. Numerical simulations for different selected   examples are implemented. In addition, the absolute error, the linear stability are supported by numerical tests problems

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Published
2019-10-29
How to Cite
S. HUSSAIN, A. (2019). STABILITY OF RICCATI STOCHASTIC DIFFERENTIAL EQUATION. Journal of Duhok University, 22(1), 11-16. https://doi.org/10.26682/sjuod.2019.22.1.2
Section
Pure and Engineering Sciences