Please use this identifier to cite or link to this item: https://dspace.univ-ouargla.dz/jspui/handle/123456789/37356
Title: On the fractional stochastic differential problems
Authors: IBRAHIM, MANSEUL
Souheyla Rounek, Morghad
Keywords: fractionalcalculus
stochasticcalculus
fractionaldifferential problems
stochastic differential problems
stochastic differential problems
Banach fixed point theorem
اﻟﺤﺴﺎب اﻟﻜﺴﺮي
اﻟﺤﺴﺎب اﻟﻜﺴﺮي
اﻟﺤﺴﺎب اﻟﻌﺸﻮاﺋﻲ
ﻣﺸﺎﻛﻞ اﻟﺘﻔﺎﺿﻞ اﻟﻜﺴﺮي
Issue Date: 2024
Publisher: UNIVERSITY KASDI MERBAH OUARGLA
Abstract: Inthiswork,wegiveashortandimportantintroductiontothefractionaland stochastic calculus, then we present some different examples for the fractional and stochasticdifferentialproblems.Finally,weprovesomequalitativeproperties(i.e., existence and uniqueness and asymptotic separation between two solutions) of the solutions of FSDEs, then we give an example to illustrate our main results.
Description: StatisticsandProbability
URI: https://dspace.univ-ouargla.dz/jspui/handle/123456789/37356
Appears in Collections:Département de Mathématiques - Master

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