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Bernoulli’s Number One Solution for Stochastic Equilibrium

Author

Listed:
  • Kawar Badie Mahmood

    (Information Technology department, Amedi Technical Institute, Duhok Polytechnic University (DPU), Duhok, Iraq.)

  • Adil Sufian Husain

    (Information Technology department, Amedi Technical Institute, Duhok Polytechnic University, Duhok, Iraq.)

Abstract

The present research studies the numerical methods for resolving Bernoulli’s divisive statistical stability, because it is difficult to find analytical solutions for the largest number of stochastic divisive calculations. We found a new way for Bernoulli by adding white noise. Price measurement was achieved with a variety of selected models, and we realized through the solutions that the larger the (n) we find, the more we find the direct solution that approaches zero, and the error rate that approaches zero. The difference between a numerical solution and a direct solution has been observed.

Suggested Citation

  • Kawar Badie Mahmood & Adil Sufian Husain, 2021. "Bernoulli’s Number One Solution for Stochastic Equilibrium," International Journal of Science and Business, IJSAB International, vol. 5(8), pages 194-201.
    • Handle: RePEc:aif:journl:v:5:y:2021:i:8:p:194-201
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    References listed on IDEAS

    as
    1. Eckhard Platen, 1999. "An Introduction to Numerical Methods for Stochastic Differential Equations," Research Paper Series 6, Quantitative Finance Research Centre, University of Technology, Sydney.
    2. Stirzaker, David, 2005. "Stochastic Processes and Models," OUP Catalogue, Oxford University Press, number 9780198568148.
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