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https://dspace.univ-ouargla.dz/jspui/handle/123456789/26671| Title: | Fractional integration and derivation and fractional Brownian motion |
| Authors: | Debbi, Latifa Touhami, Radia Boukhallat, Wahiba |
| Keywords: | Fractional Brownian motion Hurst index (0,1) to study fractional integration Riemann-Liouville caputo |
| Issue Date: | 2021 |
| Publisher: | KASDI MERBAH UNIVERSITY OUARGLA |
| Abstract: | The main objective of this work is to study the fractional
Brownian motion with Hurst index (0,1) and to study the
fractional integration and derivation with the concept of
Riemann-Liouville and Caputo. L’objectif principal de ce travail est d’étudier le mouvement Brawnien fractionnaire d’ indice de Hurst (0,1) et d’étudier integration et la dérivation fractionnaire avec le concept de Riemann-Liouville et caputo |
| Description: | Probability and statistics |
| Appears in Collections: | Département de Mathématiques - Master |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Wahiba- Boukhallat.pdf | 603,1 kB | Adobe PDF | View/Open |
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