Approximate Solutions for Non-Linear Evolution Stochastic Equations with Variations of Drift Parameters

Azor, P. A. and Annorzie, M. N. and Amadi, I. U. (2024) Approximate Solutions for Non-Linear Evolution Stochastic Equations with Variations of Drift Parameters. Asian Research Journal of Mathematics, 20 (5). pp. 38-49. ISSN 2456-477X

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Abstract

This paper considered system of stochastic differential equations with emphasis on variations of drift parameters as it affects financial markets. The Ito’s method was applied in solving the problems analytically which resulted to three different investment solutions accordingly. The appropriate conditions were accomplished which controlled various drift parameters in the assessment financial markets. Hence, the impressions on each solution of investors in financial markets were analyzed graphically. Finally, the influences of the relevant parameters of stochastic variables were effectively discussed all in this paper.

Item Type: Article
Subjects: EP Archives > Mathematical Science
Depositing User: Managing Editor
Date Deposited: 29 May 2024 05:59
Last Modified: 30 May 2024 07:30
URI: http://research.send4journal.com/id/eprint/3946

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