%0 Journal Article
%T Change of measure in fractional stochastic differential equation
%J International Journal of Nonlinear Analysis and Applications
%I Semnan University
%Z 2008-6822
%A Al-Saadony, M.F.
%A Mohammed, Bahr Kadhim
%A Melik, Hameedah Naeem
%D 2022
%\ 01/27/2022
%V 13
%N 1
%P 3475-3478
%! Change of measure in fractional stochastic differential equation
%K Change of measure
%K Stochastic Differential Equations
%K Fractional stochastic differential equations
%K Fractional Brownian motion
%K Fractional Levy process
%R 10.22075/ijnaa.2022.6110
%X Change of measure is a very well known common criterion in both the probability rules and applications. The change of measure is a transformation from actual measure to equivalent measure. We will employ the change of measure in Fractional Stochastic Differential Equations (FSDE), which is a general form of Stochastic Differential Equation (SDE). We will implement our method to some important examples, like, Fractional Brownian Motion (FBM) and Fractional Levy process (FL).
%U https://ijnaa.semnan.ac.ir/article_6110_722734b293484d753dc926723da33ab7.pdf