College of Computer Science and Mathematics

Discussion of a master’s thesis in the Faculty of Computer Science and Mathematics – Department of MathematicsA master’s thesis was discussed in the discussion hall of the College of Computer Science and Mathematics at the University of Mosul on Sunday 26-9-2021, by Ali Fawaz Ali Abbas and under the supervision of Prof. Dr. Abdul Ghafour Jassem Salem, entitled:(Using the Ito formula to find moments of some stochastic differential equations with application).The thesis dealt with studying the Ito formula for stochastic differential equations and comparing the exact solution using numerical methods (Euler-Maruyama method and Milstein method) to solve stochastic differential equations.The thesis also dealt with introducing the basic concepts to clarify the Ito formula for the rational functions of stochastic differential equations.The thesis aims to study moments (moment-k) using Ito’s formula for stochastic differential equations and find Ito’s integrative formula for stochastic differential equations (for rational functions), and numerical methods were used.(Euler-Maruyamau Milstein) to find the numerical approximation of the solution to the first order stochastic differential equations, in order to discuss the accuracy of the approximation of the numerical solution with the exact solution (the real solution) with a focus on the strong and weak convergence of the two numerical methods.The discussion committee was chaired by Prof. Dr. Hassan Hussein Ibrahim from Salah El-Din University and the membership of each of theAssistant Professor, Dr. Maysoon Malallah Aziz, and the teacher, Dr. Ahmed Intisar Ghaith, and under the supervision and membership of Prof. Dr. Abdel Ghafour Jassem Salem.