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العنوان
On The Stochastic Dierential Equations /
المؤلف
IBRAHIM, AHMED MAHMOUD SAYED AHMED.
هيئة الاعداد
باحث / AHMED MAHMOUD SAYED AHMED IBRAHIM
مشرف / Mahmoud M. El-Borai
مشرف / Wagdy Gomaa El-Sayed
مشرف / Abdallah Ali Mohamed Badr
الموضوع
Equations.
تاريخ النشر
2019.
عدد الصفحات
111 p. :
اللغة
الإنجليزية
الدرجة
ماجستير
التخصص
علوم الحاسب الآلي
تاريخ الإجازة
1/1/2019
مكان الإجازة
جامعة الاسكندريه - كلية العلوم - Mathematics
الفهرس
Only 14 pages are availabe for public view

from 111

from 111

Abstract

In this thesis, we introduce the stochastic di erential equations. First of all,
we collect some basic facts and de nitions such as random variable, stochastic
process, Brownian motion process, stochastic integrals, etc., we introduce
also the theorems of the existence and uniqueness of a solution to stochastic
di erential equation and we discuss the uniqueness ”pathwise uniqueness” of
the solutions of stochastic partial di erential equations (SPDEs) with nonlocal
initial condition.