THE STUDY OF ITO-CLIFFORD STOCHASTIC INTEGRALS AND STOCHASTIC DIFFERENTIAL EQUATIONS

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dc.contributor.authorYUSUF, AHMED OMEIZA
dc.date.accessioned2015-09-07T10:14:44Z
dc.date.available2015-09-07T10:14:44Z
dc.date.issued2010-07
dc.descriptionA THESIS SUBMITTED TO THE POST GRADUATE SCHOOL, AHMADU BELLO UNIVERSITY, ZARIA NIGERIA IN PARTIAL FULFILMENT FOR THE AWARD OF DEGREE OF MASTER OF SCIENCE DEGREE IN MATHEMATICS DEPARTMENT OF MATHEMATICS AHMADU BELLO UNIVERSITY, ZARIA NIGERIA JULY, 2010en_US
dc.description.abstractIn this thesis we review an integral of anti-commuting elements analogous to the Itointcgral for Brownian motion. We will also extend the stochastic integral to a wider class of integrands. The extension was achieved by using the inequalities in Remark 4.11 of chapter four. Similarly we will also shown that a stochastic differential equation of the form dXt =F(Xt't)dWt+dWtG(Xt't)+H(Xt't)dt has a unique solution in the L2 -space of Clifford algebra for any initial condition provided that F,G,H satisfy a Lipschitz condition.en_US
dc.identifier.urihttp://hdl.handle.net/123456789/6814
dc.language.isoenen_US
dc.subjectITO-CLIFFORD,en_US
dc.subjectSTOCAHSTIC INTEGRALS,en_US
dc.subjectSTOCHASTIC,en_US
dc.subjectEQUATIONSen_US
dc.titleTHE STUDY OF ITO-CLIFFORD STOCHASTIC INTEGRALS AND STOCHASTIC DIFFERENTIAL EQUATIONSen_US
dc.typeThesisen_US
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