A Solution of Non-Linear Stochastic Delay Differential Equation on Asset Values for Capital Market Prices
Abstract
The effect of time delay on the solution of Non-linear Stochastic Delay Differential Equation (SDDE) is considered. The problem were solved analytical by the method of Ito’s to obtain a solution which gave birth to two additional solutions by the change of initial closing stock prices under multiplicative effects rate of returns. More so, various statistical tests were obtained effectively. To this end, the influences of the relevant parameters of stochastic quantities were all discussed in this paper.
Keywords
Stochastic Analysis Asset value
Multiplicative effects
and SDDE
References
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