fractional stochastic differential problems with applications
No Thumbnail Available
Date
2025
Journal Title
Journal ISSN
Volume Title
Publisher
université Ghardaia
Abstract
In this memoir, we have investigated solutions to stochastic fractional differential
equations (SFDE), encompassing existence and uniqueness analysis. We have presented
fundamental concepts of fractional calculus (fractional differentiation and integration) as
well as stochastic calculus (SFDE and SDE), followed by solving a stochastic fractional
differential equation.
Description
Functional Analysis Specialty
Keywords
Special functions, fractional calculus, Caputo, FDE, stochastic calculus, SDE, fractional stochastic differential equations (FSDE)., :Fonctions spéciales, calcul fractionnaire, caputo, EDF, calcul stochastique, EDS, équations différentielles stochastiques d’ordre fractionnaire (EDFS).