Please use this identifier to cite or link to this item: https://dspace.univ-ouargla.dz/jspui/handle/123456789/21795
Title: Stochastic differential equations driven by fractional Brownian motion with Hurst parameter 12 ≤ H < 1
Authors: TOUHAMI, RADIA
DEBBI, LATIFA
Keywords: fractional Brownian motion (fBm)
Young integra
Stochastic Differential Equation (SDE)
Issue Date: 17-Sep-2019
Series/Report no.: ;2019
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
Description: Departement of Mathematics and Material Sciences Kasdi Merbah University Ouargla 30000, Algeria National Polytechnic School touhamiradia30@gmail.com
URI: http://dspace.univ-ouargla.dz/jspui/handle/123456789/21795
Appears in Collections:Département de Mathématiques Mastériales

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