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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
Format: Conference or Workshop Item
Language:English
Published: 2018
Subjects:
QA Mathematics
Online Access: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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spelling my.uum.repo.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 (Unpublished) https://dx.doi.org/10.2139/ssrn.3286083
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutional Repository
url_provider http://repo.uum.edu.my/
language English
topic QA Mathematics
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
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
format Conference or Workshop Item
author Alhagyan, Mohammed
Misiran, Masnita
Omar, Zurni
author_facet Alhagyan, Mohammed
Misiran, Masnita
Omar, Zurni
author_sort Alhagyan, Mohammed
title 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_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_sort new proof for the theorem of existence and uniqueness of a class of fractional stochastic differential equations
publishDate 2018
url 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
_version_ 1802980290789900288
score 13.211869

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