Stochastic Differential Equation Under ExternalColored Noise
DOI:
https://doi.org/10.32792/jeps.v13i3.328Abstract
In this paper we study the second moment in stochastic differential equation when this equation
contains colored noise and white noise . In order to solve this equation we use several steps and
derivations when we get the results, we will have several equations that we solved in numerical ways
through MATLAB, then we give assumed values for the parameters and we make a table for the
second moment with the proposed values, In the second part we find a probability density function
(pdf), and we take a maximum likelihood to this pdf and find result the posterior to colored noise
from proposed function
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