(المدرسة العليا لاساتدة التعليم التكنولوجي-سكيكدة, 2024) Afifi Houda، Bouzenount Abir; Ferrag Azouz
In this dissertation, we introduce stochastic calculus, stochastic differential equations and stochastic differential inclusions. We begin by presenting the basic concepts of probability. Then, we study some of Ito's calculus, such as the Itô integral and Ito's formula. After studying Ito's calculus for solving stochastic differential equations, we briefly discuss the existence and uniqueness of solutions for a special kind of these equations. Finally, we provide a brief overview of stochastic differential inclusions. Key words: Stochastic process, Brownian motion, Itô integral, Ito's formula, Stochastic differential equation, Stochastic differential inclusion.
Keywords:Stochastic differential
