Solution of Stochastic Linear Ordinary Delay Differential Equations

number: 
2272
إنجليزية
Degree: 
Author: 
Hussna Ahmed Jassim
Supervisor: 
sst. Prof. Dr. Fadhel Subhi Fadhel
year: 
2009

This thesis have three main objectives. The first objective is to give a study of stochastic calculus, including the basic definitions and fundamental concepts related to this topic including the proof of some
results, and among such results is the proof of Hölder's inequality of expectation, the existence and uniqueness theorem of stochastic differential equations and the Euler's method for solving stochastic
differential equations. The second objective is to study the analytical and numerical methods for solving stochastic differential equations. The third objective is to modify the methods of solution to solve delay
stochastic differential equations