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...

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Main Authors: Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni
格式: Conference or Workshop Item
語言:English
出版: 2018
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在線閱讀:https://repo.uum.edu.my/id/eprint/30868/1/ICFDA%202018%2001-13.pdf
https://repo.uum.edu.my/id/eprint/30868/
https://dx.doi.org/10.2139/ssrn.3286083
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