Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2016) New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation. Global Journal of Pure and Applied Mathematics, 12 (6). pp. 4759-4769. ISSN 0973-1768
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Official URL: http://www.ripublication.com/gjpam16/gjpamv12n6_11...
Abstract
This paper provides a proof of existence and uniqueness theorem for the geometric fractional Brownian motion equation.The proof uses an approximation approach in addition to some inequalities.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | geometric fractional, Brownian motion equation, approximation approach, stochastic differential equation. |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | School of Quantitative Sciences |
| Depositing User: | Dr. Masnita Misiran @ Bakun |
| Date Deposited: | 07 Jun 2017 06:02 |
| Last Modified: | 07 Jun 2017 06:02 |
| URI: | https://repo.uum.edu.my/id/eprint/22307 |
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