{"title":"STUDY OF MODELS WITHOUT JUMPS WITH RESPECT TO FRACTIONAL BROWNIAN MOTION","authors":"T. Moussa, Ba Demba Bocar, D. Bou","doi":"10.37418/jcsam.4.1.2","DOIUrl":null,"url":null,"abstract":"In this paper, we study some models without jumps of stochastic differential equations directed by a fractional Brownian motion.","PeriodicalId":361024,"journal":{"name":"Journal of Computer Science and Applied Mathematics","volume":"22 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computer Science and Applied Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37418/jcsam.4.1.2","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, we study some models without jumps of stochastic differential equations directed by a fractional Brownian motion.
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