Alhagyan, Mohammed and Misiran, Masnita and Omar, Zurni (2018) New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations. In: Proceedings of International Conference on Fractional Differentiation and its Applications (ICFDA) 2018, 16-18 July 2018, Amman, The Hashemite Kingdom of Jordan. (Unpublished)

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Abstract

This paper provides a proof of the existence and uniqueness theorem for the general form of fractional stochastic equations. The proof uses an approximation approach to convert fractional stochastic equation driven by fraction Brownian motion to an equivalent stochastic equation driven by standard Brownian motion. Further, the proof uses some inequalities

Item Type:	Conference or Workshop Item (Paper)
Uncontrolled Keywords:	Fractional stochastic differential equation, approximation approach, stochastic differential equation
Subjects:	Q Science > QA Mathematics
Divisions:	School of Quantitative Sciences
Depositing User:	Mdm. Sarkina Mat Saad @ Shaari
Date Deposited:	23 Jun 2024 05:45
Last Modified:	23 Jun 2024 05:45
URI:	https://repo.uum.edu.my/id/eprint/30868

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