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 |
| Published: |
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 |