Stochastic viability under the flow of a stochastic equation (Itô - Stratonovich) and application "the kubo oscillator equation"
Date
2025
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Université Mohamed El Bachir El Ibrahimi B.B.A.
Abstract
In thiswork,we study the invariance property of the solution of the Kubo oscillator equation under
a stochastic model, following a review of stochastic calculus and the concepts of invariance and
viability in both deterministic and stochastic settings.
Description
Keywords
Key words : Brownian motion, Wiener process, White noise, stochastic Integrals, Itô stochastic differential equation, Stratonovich stochastic differential equation, stochastic viability, stochastic invariance, kubo oscillator., Mots-clés :Mouvement brownien, processus deWiener, Bruit blanc, intégrales stochastiques, équation différentielle stochastique d’Itô, équation différentielle stochastique de Stratonovich, viabilité stochastique, invariance stochastique, Oscillateur de Kubo.
Citation
MTM/411