Mathematics and Computer Applications - Sciene

Numerical and Approximate Methods for Solving Stochastic Integral Equations

Stochastic and random integral equations are of great importance that may be used in modeling certain type of problems that contains random process and noise. Therefore, the main objectives of this thesis may be oriented as follows:  The first objective is to study the theoretical side of stochastic calculus and stochastic processes, which include the basic definitions and fundamental concepts related to this topic, such as stochastic processes,stochastic differentiation and stochastic integration the existence and uniqueness theorem.

English