Application of Aboodh Transform to the Solution of Stochastic Differential Equation

Bright Okore Osu, Vivian U. Sampson


The solutions to differential equations (DEs) with emphasis on the stochastic differential equation (SDE) are achieved by implementing a new integral transform, namely, Aboodh transform, and the transformation method and properties on the given DE. In this work, we found the particular solution of the SDE on specified initial conditions. Furthermore, this solution is used to discuss the equilibrium price and growth rate of asset.


Aboodh Transform, Sde, Equilibrium Price, Asset Growth Rate

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