Universal Journal of Mathematics and Mathematical Sciences

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AN APPROACH TO PATHWISE STOCHASTIC INTEGRATION IN FRACTIONAL BESOV-TYPE SPACES BY KRYLOV INEQUALITY

Authors

  • Ba Demba Bocar

Keywords:

Besov space, Wiener integral, fractional Brownian motion, Ito process, stochastic differential equation.

DOI:

https://doi.org/10.17654/2277141723005

Abstract

In this paper, we consider the approach to pathwise stochastic integration in fractional Besov-types spaces introduced by Nualart in the case 

In the case  we used an approach based on the weak solutions and the inequality of Krylov.

Received: October 6, 2022; 
Accepted: November 15, 2022; 

References

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Published

2023-01-06

Issue

Section

Articles

How to Cite

AN APPROACH TO PATHWISE STOCHASTIC INTEGRATION IN FRACTIONAL BESOV-TYPE SPACES BY KRYLOV INEQUALITY. (2023). Universal Journal of Mathematics and Mathematical Sciences, 18(1), 67-83. https://doi.org/10.17654/2277141723005

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