On Some Aspects Of Stochastic Differential And difference Equatins And Applications

dc.contributor.authorTADJINE , Meriem
dc.contributor.authorLALLOUCHE , Abdellah
dc.date.accessioned2024-12-08T13:02:46Z
dc.date.available2024-12-08T13:02:46Z
dc.date.issued2024
dc.description.abstractThis dissertation addresses mathematical notion and the properties concerning stochastic processes and some importante example that we needed to build a irreplaceable concepts and here we are talking about stocastic calculus which depends primarily on Itô calculus including Itô integral and Itô formula, down to one of the most essential points stochastic differential equation, these equation are a generalization of deterministic differential equations that incorporate some randomness into continuous-time systems, and for discrete-time systems we deal with stochastic difference equations, and by integrating stochastic elements, these systems can achieve stability under conditions where deterministic models might fail.
dc.identifier.urihttp://dspace.univ-skikda.dz:4000/handle/123456789/3647
dc.language.isoen
dc.publisherFaculty of Sciences
dc.titleOn Some Aspects Of Stochastic Differential And difference Equatins And Applications
dc.title.alternativeOptimal control of dynamic systems
dc.typeMasters degree Thesis
Files
Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
مذكرة_تخرج_طالبة_طاجين_مريم_ماستر_2.pdf
Size:
1.02 MB
Format:
Adobe Portable Document Format
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed to upon submission
Description:
Collections