Controlled g neutral stochastic differential equations
| dc.contributor.author | Elgroud, Nabil | |
| dc.date.accessioned | 2024-06-10T09:18:04Z | |
| dc.date.available | 2024-06-10T09:18:04Z | |
| dc.date.issued | 2023 | |
| dc.description.abstract | The purpose of this dissertation is to investigate the existence of are laxe dopti-mal control problem given by two stochastic delay equations with in the frame-work of G-Brown anmotion ,where the neutral termin one of the equations and the diffusion termin both equations are independent of the control variable . Westudy the existence and uniqueness of solution for neutral stochastic functional differential equation driven by G-Brownian motion (G-NSFDE, in short) under refined Lipschitz hypothesis, in addition to certain numerical analysis simula-tions.We investigate the approximations and existence of a G-relaxe doptimal control for G-NSFDE by defining the space of relaxed control. Next, we esta-blish the existence of a G-relaxe doptimal control of astochastic differential delay equation driven by G- | |
| dc.identifier.uri | https://dspace.univ-annaba.dz//handle/123456789/3517 | |
| dc.language.iso | en | |
| dc.title | Controlled g neutral stochastic differential equations | |
| dc.type | Thesis |