DIFFERENTIAL FORMULAS OF STOCHASTIC FUNCTIONS

Abstract

Based on the quadratic variation theorem of the Brownian motion, we have established the basic rules of stochastic differetial calculus operations.

Theorem 1.

If  are positive-valued stochastic processes satisfying respectively the following stochastic differenntial equations

 then   :

Where

Theorem 2

Suppose  is the Hermite type stochastic process of   ;       then

·                                            

·        

Based on the quadratic variation theorem of the Brownian motion, we have established the basic rules of stochastic differetial calculus operations.

Theorem 1.

If  are positive-valued stochastic processes satisfying respectively the following stochastic differenntial equations

 then   :

Where

Theorem 2

Suppose  is the Hermite type stochastic process of   ;       then

·                                            

·