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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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| TOUHAMI-RADIA (2).pdf | 136,76 kB | Adobe PDF | View/Open |
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