New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations
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 B...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2018
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| Online Access: | https://repo.uum.edu.my/id/eprint/30868/1/ICFDA%202018%2001-13.pdf |
| _version_ | 1825806260239335424 |
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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 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 |
| first_indexed | 2024-07-04T06:46:41Z |
| format | Conference or Workshop Item |
| id | uum-30868 |
| institution | Universiti Utara Malaysia |
| language | English |
| last_indexed | 2024-07-04T06:46:41Z |
| publishDate | 2018 |
| record_format | eprints |
| spelling | uum-308682024-06-23T05:45:26Z https://repo.uum.edu.my/id/eprint/30868/ New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations Alhagyan, Mohammed Misiran, Masnita Omar, Zurni QA Mathematics 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 2018 Conference or Workshop Item NonPeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/30868/1/ICFDA%202018%2001-13.pdf 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) https://dx.doi.org/10.2139/ssrn.3286083 |
| spellingShingle | QA Mathematics Alhagyan, Mohammed Misiran, Masnita Omar, Zurni New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations |
| title | New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations |
| title_full | New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations |
| title_fullStr | New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations |
| title_full_unstemmed | New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations |
| title_short | New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations |
| title_sort | new proof for the theorem of existence and uniqueness of a class of fractional stochastic differential equations |
| topic | QA Mathematics |
| url | https://repo.uum.edu.my/id/eprint/30868/1/ICFDA%202018%2001-13.pdf |
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