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Mathematical Problems in Engineering, Aerospace and Sciences
June 25-27, 2008
University of Genoa, Italy
Genoa, Italy |
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General Organizer and Chair: Seenith Sivasundaram, USA; Local organizer and Chair: Marcello Sanguineti, Italy
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Some estimations for stopped fractional Brownian motions
by
Khairia El-Said El-Nadi
Professor of Mathematical Statistics
Some estimations for stopped fractional Brownian motions
Some estimations for stopped fractional Brownian motions
Khairia El-Said El-Nadi
Alexandria University, Faculty of Science.
khairia.elsaid@sci.alex.edu.eg
Abstract
Some exponential bounds and maximal inequalities are derived for fractional Brownian motions. The stopped fractional Brownian motions are also studied.Some properties of fractional stochastic integrals are derived.Some problems of stochastic control with fractional Brownian motions are studied.
Keywords: Fractional Brownian motions , Stopped Brownian motions , Stochastic control.
AMS Subject Classifications: 60H10- 60H05- 60G18.
Date received: November 23, 2007
Copyright © 2007 by the author(s).
The author(s) of this document and the organizers of the conference
have granted their consent to include this abstract in
Atlas Conferences Inc.
Document # caub-24.