Paper Title:

New Stochastic Calculus

Author(s):

Moawia Alghalith

Department of Economics,
University of the West Indies, St. Augustine,
Trinidad and Tobago.

E-mail: malghalith@gmail.com
 

Abstract:

We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.

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