Fractional integration and derivation and fractional Brownian motion

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DC Field	Value	Language
dc.contributor.advisor	Debbi, Latifa	-
dc.contributor.advisor	Touhami, Radia	-
dc.contributor.author	Boukhallat, Wahiba	-
dc.date.issued	2021	-
dc.description	Probability and statistics	en_US
dc.description.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.	en_US
dc.description.abstract	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	-
dc.language.iso	en	en_US
dc.publisher	KASDI MERBAH UNIVERSITY OUARGLA	en_US
dc.subject	Fractional Brownian motion	en_US
dc.subject	Hurst index (0,1)	en_US
dc.subject	to study	en_US
dc.subject	fractional integration	en_US
dc.subject	Riemann-Liouville	en_US
dc.subject	caputo	en_US
dc.title	Fractional integration and derivation and fractional Brownian motion	en_US
dc.type	Thesis	en_US
Appears in Collections:	Département de Mathématiques - Master

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