Stochastic differential equations and integrating factor

The aim of this paper is the analytical solutions the family of first-order nonlinear stochastic differential equations. We define an integrating factor for the large class of special nonlinear stochastic differential equations. With multiply both sides with the integrating factor, we introduce a deterministic differential equation. The results showed the accuracy of the present work.

Keywords:

Stochastic differential equation , Analytical Solution , Integrating Factor