Stochastic Differential Equation Under ExternalColored Noise

Authors

  • Faculity of Education for Pure Sciences, Department of Mathematics, University of Thi-Qar, Iraq

DOI:

https://doi.org/10.32792/jeps.v13i3.328

Abstract

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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Published

2023-11-04

Issue

Vol. 13 No. 3 (2023): JOURNAL OF COLLEGE OF EDUCATION FOR PURE SCIENCES

Section

Articles

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