El-Borai, Mahmoud M. and El-Nadi, Khairia El-Said (2024) On the Construction of a New Fractional Brownian Motion. In: Mathematics and Computer Science: Contemporary Developments Vol. 9. BP International, pp. 52-60. ISBN 978-93-48388-73-5
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Official URL: https://doi.org/10.9734/bpi/mcscd/v9/3104
Abstract
A fractional normal distribution is constructed. With the help of this new distribution, a fractional Brownian motion is defined. A generalization of the Ito stochastic integration is given and some stochastic properties are studied. Formula Ito and the product rule are generalized.
| Item Type: | Book Section |
|---|---|
| Subjects: | Grantha Library > Mathematical Science |
| Depositing User: | Unnamed user with email support@granthalibrary.com |
| Date Deposited: | 04 Jan 2025 08:15 |
| Last Modified: | 10 Apr 2025 12:36 |
| URI: | http://repository.journals4promo.com/id/eprint/1907 |
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