The Australian Journal of Mathematical Analysis and Applications

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ISSN 1449-5910  


Paper Information

Paper Title:

New Stochastic Calculus


Moawia Alghalith

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



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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