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DC Field | Value | Language |
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dc.contributor.author | RAFAI, Nawal | |
dc.contributor.author | SLAMA, Abdeldjalil / Promoteur | |
dc.date.accessioned | 2021-04-04T07:38:36Z | |
dc.date.available | 2021-04-04T07:38:36Z | |
dc.date.issued | 2020-10-15 | |
dc.identifier.uri | https://dspace.univ-adrar.edu.dz/jspui/handle/123456789/5044 | |
dc.description.abstract | Le but de ce mémoire est l'étude de l'existence et l'unicité de la solution d'un type d'équations diférentielles stochastiques. Nous avons donné la définition d'équations difé- rentielles stochastiques linéaires et les diférentes types de ces équations. La caractérisation de la solution d'équations diférentielles stochastiques linéaires à été donnée ainsi que des exemples d'illustration pour la solution. | en_US |
dc.description.abstract | The aim of this memorie is the study of the existence and uniqueness of the solution a class of stochastic diferential equations. We have given the definition of linear stochastic diferential equations and the diferent types of these equations. The characterization of the solution of linear stochastic diferential equations has been given as well as illustrative examples for the solution. | |
dc.publisher | UNIVERSITE AHMED DRAIA- ADRAR | en_US |
dc.subject | Processus stochastique | en_US |
dc.subject | Mouvement brownien | en_US |
dc.subject | Intégrale stochastique | en_US |
dc.subject | Formule d'Itô | en_US |
dc.subject | Èquation diférentielle stochastique | en_US |
dc.subject | Stochastic process | en_US |
dc.subject | Brownian motion | en_US |
dc.subject | Stochastic integral | en_US |
dc.subject | The Itô formula | en_US |
dc.subject | Stochastic diferential equation. | en_US |
dc.title | Sur l'existence de solutions d'équations diférentielles stochastiques | en_US |
dc.type | Thesis | en_US |
Appears in Collections: | Mémoires de Master |
Files in This Item:
File | Description | Size | Format | |
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memoire.pdf | 538.76 kB | Adobe PDF | View/Open |
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