Stochastic Differential Equations driven by fractional Brownian motion with Hurst parameter H > 12 and Young integral

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DC Field	Value	Language
dc.contributor.advisor	Debbi, Latifa	-
dc.contributor.author	TOUHAMI, RADIA	-
dc.date.accessioned	2019-10-30T10:08:09Z	-
dc.date.available	2019-10-30T10:08:09Z	-
dc.date.issued	2019	-
dc.identifier.uri	http://dspace.univ-ouargla.dz/jspui/handle/123456789/21792	-
dc.description	Probability and statistics	-
dc.description.abstract	In this work, we introduce the fractional Brownian motion with Hurst parameter H > 1 2, study the stochastic integral in Young sense and we prove the existence and the uniqueness of the solution of stochastic differential equations driven by the corresponding noise.	en_US
dc.description.abstract	Dans ce travail, nous présentons le mouvement Brownien fractionnaire avec paramètre de Hurst H > 1 2, étudions l’intégrale stochastique dans le sens de Young et nous démontrons l’existence et l’unicité de la solution de l’équation différentielle stochastique entraînée par le bruit correspondant	-
dc.language.iso	en	en_US
dc.publisher	KASDI MERBAH UNIVERSITY OUARGLA	-
dc.subject	fractional Brownian motion	en_US
dc.subject	Hurst parameter H > 1 2	en_US
dc.subject	stochastic differential equations	en_US
dc.title	Stochastic Differential Equations driven by fractional Brownian motion with Hurst parameter H > 12 and Young integral	en_US
dc.type	Thesis	en_US
Appears in Collections:	Département de Mathématiques - Master

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