New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation
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.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Research India Publications
2016
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/22307/1/GJPAM%2012%206%202016%204759%204769.pdf |
| _version_ | 1825804722320179200 |
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| author | Alhagyan, Mohammed Misiran, Masnita Omar, Zurni |
| author_facet | Alhagyan, Mohammed Misiran, Masnita Omar, Zurni |
| author_sort | Alhagyan, Mohammed |
| collection | UUM |
| description | 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. |
| first_indexed | 2024-07-04T06:20:24Z |
| format | Article |
| id | uum-22307 |
| institution | Universiti Utara Malaysia |
| language | English |
| last_indexed | 2024-07-04T06:20:24Z |
| publishDate | 2016 |
| publisher | Research India Publications |
| record_format | eprints |
| spelling | uum-223072017-06-07T06:02:31Z https://repo.uum.edu.my/id/eprint/22307/ New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation Alhagyan, Mohammed Misiran, Masnita Omar, Zurni QA Mathematics 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. Research India Publications 2016 Article PeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/22307/1/GJPAM%2012%206%202016%204759%204769.pdf 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 http://www.ripublication.com/gjpam16/gjpamv12n6_11.pdf |
| spellingShingle | QA Mathematics Alhagyan, Mohammed Misiran, Masnita Omar, Zurni New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation |
| title | New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation |
| title_full | New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation |
| title_fullStr | New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation |
| title_full_unstemmed | New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation |
| title_short | New proof of the theorem of existence and uniqueness of geometric fractional Brownian motionequation |
| title_sort | new proof of the theorem of existence and uniqueness of geometric fractional brownian motionequation |
| topic | QA Mathematics |
| url | https://repo.uum.edu.my/id/eprint/22307/1/GJPAM%2012%206%202016%204759%204769.pdf |
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