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change of measure in fractional stochastic differential equation
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نویسنده
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al-saadony m.f. ,mohammed bahr kadhim ,melik hameedah naeem
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منبع
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international journal of nonlinear analysis and applications - 2022 - دوره : 13 - شماره : 1 - صفحه:3475 -3478
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چکیده
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Change of measure is a very well known common criterion in both the probability rules and applications. the change of measure is a transformation from actual measure to equivalent measure. we will employ the change of measure in fractional stochastic differential equations (fsde), which is a general form of stochastic differential equation (sde). we will implement our method to some important examples, like, fractional brownian motion (fbm) and fractional levy process (fl).
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کلیدواژه
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change of measure ,stochastic differential equations ,fractional stochastic differential equations ,fractional brownian motion ,fractional levy process
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آدرس
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universirty of al-qadisiyah, iraq, universirty of al-qadisiyah, iraq, universirty of al-qadisiyah, iraq
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پست الکترونیکی
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hameedah.naeem@qu.edu.iq
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Authors
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