Stability of non-trivial solutions of stochastic differential equations driven by the fractional Brownian motion

Mestrado em Mathematical Finance

Bibliographic Details
Main Author: Valente, Maria Serra (author)
Format: masterThesis
Language:eng
Published: 2019
Subjects:
cálculo fraccionário
movimento Browniano fraccionário
integral Riemann-Stieljtes generalizada
estabilidade exponencial
fractional calculus
fractional Brownian motion
generalized Riemann-Stieltjes integral
exponential stability
Online Access:http://hdl.handle.net/10400.5/18993
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/18993

Internet

http://hdl.handle.net/10400.5/18993

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