Stochastic viability under the flow of a stochastic equation (Itô - Stratonovich) and application "the kubo oscillator equation"

Simple item page
dc.contributor.authorYazid Aya
dc.date.accessioned2026-02-03T09:58:44Z
dc.date.issued2025
dc.description.abstractIn 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.
dc.description.sponsorshipDans ce travail, nous étudions la propriété d’invariance de la solution de l’équation de l’oscillateur de Kubo sous un modèle stochastique, après une revue du calcul stochastique et des concepts d’invariance et de viabilité dans les cadres déterministe et stochastique.
dc.identifier.citationMTM/411
dc.identifier.issnMTM
dc.identifier.urihttps://dspace.univ-bba.dz/handle/123456789/1187
dc.language.isoen
dc.publisherUniversité Mohamed El Bachir El Ibrahimi B.B.A.
dc.subjectKey words : Brownian motion
dc.subjectWiener process
dc.subjectWhite noise
dc.subjectstochastic Integrals
dc.subjectItô stochastic differential equation
dc.subjectStratonovich stochastic differential equation
dc.subjectstochastic viability
dc.subjectstochastic invariance
dc.subjectkubo oscillator.
dc.subjectMots-clés :Mouvement brownien
dc.subjectprocessus deWiener
dc.subjectBruit blanc
dc.subjectintégrales stochastiques
dc.subjectéquation différentielle stochastique d’Itô
dc.subjectéquation différentielle stochastique de Stratonovich
dc.subjectviabilité stochastique
dc.subjectinvariance stochastique
dc.subjectOscillateur de Kubo.
dc.titleStochastic viability under the flow of a stochastic equation (Itô - Stratonovich) and application "the kubo oscillator equation"
dc.typeThesis

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
aya yazid.pdf
Size:
384.24 KB
Format:
Adobe Portable Document Format
Download

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:
Download

Collections

Doctora Mathématiques

All Rights Reserved - University of Bordj Bou Arreridj - Center for Systems and Networks - CRSICT 2026 - webmaster@univ-bba.dz