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Riemann–Liouville fractional stochastic evolution equations driven by mixed sub-fractional Brownian motion / Boutlilis, Mokhtaria (Rights reserved)

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Periodical

Title:
Random operators and stochastic equations
Publication:
Berlin [u.a.]: de Gruyter
Note:
Gesehen am 25.01.12
Scope:
Online-Ressource
ISSN:
1569-397X
ZDB-ID:
2041909-0 ZDB
VÖBB-Katalog:
15137212
Keywords:
Zeitschrift
Classification:
Mathematik
Collection:
Mathematik
Copyright:
Rights reserved
Accessibility:
Eingeschränkter Zugang mit Nutzungsbeschränkungen
Title:
Random operators and stochastic equations
Publication:
Berlin [u.a.]: de Gruyter
Note:
Gesehen am 25.01.12
Scope:
Online-Ressource
ISSN:
1569-397X
ZDB-ID:
2041909-0 ZDB
VÖBB-Katalog:
15137212
Keywords:
Zeitschrift
Classification:
Mathematik
Collection:
Mathematik
Copyright:
Rights reserved
Accessibility:
Eingeschränkter Zugang mit Nutzungsbeschränkungen

Article

Author:
Boutlilis, Mokhtaria
Kandouci, Abdeldjebbar
Title:
Riemann–Liouville fractional stochastic evolution equations driven by mixed sub-fractional Brownian motion
Publication:
Berlin [u.a.]: de Gruyter, 2025
Language:
English
Information:
Abstract: This paper is concerned with the existence of mild solutions for stochastic differential equations driven by mixed sub-fractional Brownian motion with Riemann–Liouville fractional derivative. The results are obtained by the fixed point theorem. An example is given to illustrate the obtained results.
Scope:
Online-Ressource
Note:
Kein Open Access
Archivierung/Langzeitarchivierung gewährleistet
Keywords:
Riemann–Liouville fractional derivative ; stochastic differential equations ; mixed sub-fractional Brownian motion ; mild solution ; 60G22
Classification:
Mathematik
Sonstiges
URN:
urn:nbn:de:101:1-2503010522072.577643590806
Collection:
Mathematik
Sonstiges
Copyright:
Rights reserved
Accessibility:
Eingeschränkter Zugang mit Nutzungsbeschränkungen
Author:
Boutlilis, Mokhtaria
Kandouci, Abdeldjebbar
Title:
Riemann–Liouville fractional stochastic evolution equations driven by mixed sub-fractional Brownian motion
Publication:
Berlin [u.a.]: de Gruyter, 2025
Language:
English
Information:
Abstract: This paper is concerned with the existence of mild solutions for stochastic differential equations driven by mixed sub-fractional Brownian motion with Riemann–Liouville fractional derivative. The results are obtained by the fixed point theorem. An example is given to illustrate the obtained results.
Scope:
Online-Ressource
Note:
Kein Open Access
Archivierung/Langzeitarchivierung gewährleistet
Keywords:
Riemann–Liouville fractional derivative ; stochastic differential equations ; mixed sub-fractional Brownian motion ; mild solution ; 60G22
Classification:
Mathematik
Sonstiges
URN:
urn:nbn:de:101:1-2503010522072.577643590806
Collection:
Mathematik
Sonstiges
Copyright:
Rights reserved
Accessibility:
Eingeschränkter Zugang mit Nutzungsbeschränkungen

Contents

Table of contents

  • Random operators and stochastic equations (Rights reserved)
  • ˜Theœ superheterodyne estimator G 55 and stochastic canonical equation K 100 of MAGIC. G -transform / Girko, Vyacheslav L. (Rights reserved)
  • Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by optional semimartingales / Haddadi, Mouna (Rights reserved)
  • Doubly reflected generalized BSDEs with two completely separated RCLL barriers in a general filtration / Elmansouri, Badr (Rights reserved)
  • Stationary distribution and extinction of stochastic avian influenza infection model / Gokila, C. (Rights reserved)
  • Frontmatter (Rights reserved)
  • Pontrayagin’s stochastic maximum principle with sublinear expectation / Guesraya, Sabrina (Rights reserved)
  • Weak convergence for continuous stochastic processes in the dual of a nuclear space with applications to the convergence of SPDEs / Fonseca-Mora, Christian Andrés (Rights reserved)
  • Quasi-(,)-paranormal operators / Kour, Baljinder (Rights reserved)
  • On a switching control problem with làdlàg costs / Sane, Ibrahima (Rights reserved)
  • Averaging result for impulsive -Hilfer fractional stochastic pantograph-type delay system driven by Poisson jumps / Jalisraj, A. (Rights reserved)
  • Estimation for a misspecified change point type signal driven by a fractional Brownian motion / Mishra, M. N. (Rights reserved)
  • ˜Theœ global elliptic law for complex random matrices / Girko, Vyacheslav L. (Rights reserved)
  • Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions / Al-Hussein, AbdulRahman (Rights reserved)
  • Frontmatter (Rights reserved)
  • Averaging principle for RBDSDEs with Poisson jumps / Ndiaye, Djibril (Rights reserved)
  • Backward stochastic differential equations driven by G-Lévy process with double reflexions / Gueye, Cheikh (Rights reserved)
  • Backward stochastic differential equations with time-delayed generators and integrable parameters / Aman, Auguste (Rights reserved)
  • On nonlocal PDEs with small equipollent parameters / Coulibaly, Alioune (Rights reserved)
  • Quadratic-exponential growth backward stochastic Volterra integral equations with jumps and associated dynamic risk measure / Kim, Kon-Gun (Rights reserved)
  • ˜Theœ global elliptic law, sand clock density and V -law. 40 years of the G -elliptic law / Girko, Vyacheslav L. (Rights reserved)
  • Smith’s reduction for random processes and application for stochastic differential equations / Boudref, Mohamed-Ahmed (Rights reserved)
  • Extended two-tailed Lindley distribution: An updated model based on the Lindley distribution / Satheesh Kumar, C. (Rights reserved)
  • Frontmatter (Rights reserved)
  • On mixtures of bivariate generalized hypergeometric factorial moment distributions / Kumar, C. Satheesh (Rights reserved)
  • On the existence and uniqueness of solutions to natural equations with non-Lipschitz conditions / Mohammed Chikouche, Elias Taki Eddine (Rights reserved)
  • On RBSDELs with time-delayed generators and RCLL obstacle / El Jamali, Mohamed (Rights reserved)
  • A note on Euler approximations for stochastic differential equations involving the local time at point zero / Hiderah, Kamal (Rights reserved)
  • Frontmatter (Rights reserved)
  • Controllability of neutral stochastic integro-differential evolution equations driven by a fractional Brownian motion with Hurst parameter lesser than 1/2 / Lahmoudi, Ahmed (Rights reserved)
  • A formula for the density of local time of the Brox diffusion in a time-window / Gutierrez-Pavón, Jonathan (Rights reserved)
  • Truncated Euler–Maruyama approximation for solving perturbed stochastic differential equations with reflected boundary / Bahaj, Faiz (Rights reserved)
  • Nonparametric local linear estimation of the conditional distribution for functional and censored data / Gagui, Abdelmalek (Rights reserved)
  • Stochastic integral for non-adapted processes with respect to the Rosenblatt process / Benkaddour, Sakina (Rights reserved)
  • Stochastic Sumudu transform and its applications for solving stochastic differential equations / Alhassoun, Mohsen (Rights reserved)
  • Existence results for coupled systems of fractional stochastic differential equations involving Hilfer derivatives / Arioui, Fatima Zahra (Rights reserved)
  • Euler–Maruyama schemes for Caputo stochastic fractional delay differential equations / Huong, Phan Thi (Rights reserved)
  • Riemann–Liouville fractional stochastic evolution equations driven by mixed sub-fractional Brownian motion / Boutlilis, Mokhtaria (Rights reserved)
  • Frontmatter (Rights reserved)
  • Stochastic volatility modeling via mixed fractional Brownian motion / Belhadj, Amel (Rights reserved)
  • Stochastic controls of fractional Brownian motion / Hamed, Ikram (Rights reserved)
  • Frontmatter (Rights reserved)
  • Frontmatter (Rights reserved)
  • ˜Theœ generalized canonical equations K 1, K 7, K 16, K 27. The REFORM method, the invariance principal method, the matrix expansion method and G -transform. The main stochastic canonical equations K 100, ... , K 106 and the estimators G 55, ... , G 58 of the MAGIC (Mathematical Analysis of General Invisible Components) / Girko, Vyacheslav L. (Rights reserved)
  • Existence of a weak solution to a Markovian BSDE with discontinuous coefficients / Roubi, Abdallah (Rights reserved)
  • Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein–Uhlenbeck process / Peng, Yarong (Rights reserved)
  • ˜Theœ estimator G 59 for the solutions of the regularized Kolmogorov--Wiener filter / Girko, Vyacheslav L. (Rights reserved)
  • Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise / Luz, Maksym (Rights reserved)
  • On optimal control of coupled mean-field forward-backward stochastic equations / Mansouri, Badreddine (Rights reserved)
  • Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients / Ndiaye, Assane (Rights reserved)
  • Stochastic integration respect a cylindrical martingale-Lévy process with second moments / Alvarado-Solano, Anddy (Rights reserved)
  • Random attractors for three-dimensional stochastic globally modified Navier–Stokes equations driven by additive noise on unbounded domains / Hang, Ho Thi (Rights reserved)
  • Differentiability of G -neutral stochastic differential equations with respect to parameter / Boumezbeur, Zakaria (Rights reserved)
  • ˜Theœ existence of random solutions to random optimization problems / Anh, Ta Ngoc (Rights reserved)
  • Stochastic maximum principle for partially observed optimal control problem of McKean–Vlasov FBSDEs with Teugels martingales / Kaouache, Rafik (Rights reserved)
  • Canonical equation K 107 for symmetric matrix with independent zebra random lines / Girko, Vyacheslav L. (Rights reserved)
  • Frontmatter (Rights reserved)
    Frontmatter (Rights reserved)
  • Double sequences of complex uncertain variables associated with multiplier sequences / Tripathy, Binod Chandra (Rights reserved)
  • Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions / Elhachemy, Mohammed (Rights reserved)
  • Wegner estimate and localisation for alloy-type operators with minimal support assumptions on the single site potential / Täufer, Matthias (Rights reserved)
  • Sandwiched filtrations / Bouaka, Aicha (Rights reserved)
  • Martingale solutions to stochastic nonlocal Cahn–Hilliard–Navier–Stokes systems with singular potentials driven by multiplicative noise of jump type / Deugoué, Gabriel (Rights reserved)
  • Existence results for boundary value problems of Hadamard fractional differential equations on unbounded domain / Helal, Mohamed (Rights reserved)
  • Stochastic processes and mean square calculus on fractal curves / Khalili Golmankhaneh, Alireza (Rights reserved)
  • QMLE for periodic absolute value GARCH models / Slimani, Walid (Rights reserved)
  • ˜Theœ operators of stochastic calculus / Jorgensen, Palle (Rights reserved)
  • Optional strong semimartingale inequalities for the strong Snell envelopes / Haddadi, Mouna (Rights reserved)
  • Generalized delay BSDE driven by fractional Brownian motion / Sane, Ibrahima (Rights reserved)
  • Frontmatter (Rights reserved)
  • Existence results for a coupled system of fractional stochastic differential equations involving Hilfer derivative / Arioui, Fatima Zahra (Rights reserved)
  • On a reaction diffusion problem with a moving impulse on boundary / Coulibaly, Alioune (Rights reserved)

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