The Moments for Some Hyperbolic Stochastic Differential Equations

Ramadan Mutter, Noor Thafer; J. Salim, Abdulghafoor

doi:10.33899/csmj.2024.151907.1138

	The Moments for Some Hyperbolic Stochastic Differential Equations
AL-Rafidain Journal of Computer Sciences and Mathematics
Article 18, Volume 18, Issue 2, December 2024, Pages 136-147 PDF (423.91 K)
Document Type: Review Paper
DOI: 10.33899/csmj.2024.151907.1138
Authors
Noor Thafer Ramadan Mutter^* ; Abdulghafoor J. Salim
Department of mathematics, college of computer science and mathematics, university of Mosul
Abstract
This paper investigates moments for Ito's integral formula involving general form of hyperbolic stochastic functions, hyperbolic stochastic functions, which combine the deterministic structure of hyperbolic functions with stochastic elements such as noise and random fluctuations. The formulation of these functions through stochastic differential equations (SDEs) is discussed, along with methods for solving and analyzing such equations., with a specific focus on stochastic processes governed by Brownian motion. By utilizing Ito's integral calculus, we derive moments for integrals of hyperbolic sine and cosine functions. These results extend the classical Ito integral formula to hyperbolic trigonometric functions, providing a comprehensive understanding of their stochastic properties. These outcomes have applications in various fields such as mathematical finance, physics, and engineering, where modeling using hyperbolic functions under random effects is prevalent. Some examples are given to illustrate the theoretical results.
Keywords
Moments; hyperbolic Stochastic differential equation; integral Ito- formula; Expectation; transformation Method

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