Stochastic differential equations and integrating factor

Abstract

The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic diff erential<br />equations. We de ne an integrating factor for the large class of special nonlinear stochastic<br />di erential equations. With multiply both sides with the integrating factor, we introduce a deterministic<br />di erential equation. The results showed the accuracy of the present work.