Stochastic differential equations driven by fractional Brownian motion with Hurst parameter 12 ≤ H < 1

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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

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