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  • Fractional Itô–Doob Stochas...
    Ben Makhlouf, Abdellatif; Mchiri, Lassaad; Othman, Hakeem A.; Rguigui, Hafedh M. S.

    Fractal and fractional, 04/2023, Letnik: 7, Številka: 4
    Journal Article

    This article is devoted to showing the existence and uniqueness (EU) of a solution with non-Lipschitz coefficients (NLC) of fractional Itô-Doob stochastic differential equations driven by countably many Brownian motions (FIDSDECBMs) of order ϰ∈(0,1) by using the Picard iteration technique (PIT) and the semimartingale local time (SLT).