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DC Field | Value | Language |
---|---|---|
dc.contributor.author | TOUHAMI, RADIA | - |
dc.contributor.author | DEBBI, LATIFA | - |
dc.date.accessioned | 2019-10-30T10:14:18Z | - |
dc.date.available | 2019-10-30T10:14:18Z | - |
dc.date.issued | 2019-09-17 | - |
dc.identifier.uri | http://dspace.univ-ouargla.dz/jspui/handle/123456789/21795 | - |
dc.description | Departement of Mathematics and Material Sciences Kasdi Merbah University Ouargla 30000, Algeria National Polytechnic School touhamiradia30@gmail.com | en_US |
dc.description.abstract | In this work we will introduce the fractional Brownian motion with Hurst parameter H > 12, study the stochastic integral in Young sense and the existence and uniqueness of the solution of stochastic differential equations driven by this process | en_US |
dc.language.iso | en | en_US |
dc.relation.ispartofseries | ;2019 | - |
dc.subject | fractional Brownian motion (fBm) | en_US |
dc.subject | Young integra | en_US |
dc.subject | Stochastic Differential Equation (SDE) | en_US |
dc.title | Stochastic differential equations driven by fractional Brownian motion with Hurst parameter 12 ≤ H < 1 | en_US |
dc.type | Presentation | en_US |
Appears in Collections: | Département de Mathématiques Mastériales |
Files in This Item:
File | Description | Size | Format | |
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TOUHAMI-RADIA (2).pdf | 136,76 kB | Adobe PDF | View/Open |
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