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.

Bibliographic Details

Main Authors:	Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni
Format:	Article
Language:	en
Published:	Research India Publications 2016
Subjects:	QA Mathematics
Online Access:	https://repo.uum.edu.my/id/eprint/22307/1/GJPAM%2012%206%202016%204759%204769.pdf https://repo.uum.edu.my/id/eprint/22307/ http://www.ripublication.com/gjpam16/gjpamv12n6_11.pdf
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