A Numerical Approach of Handling Fractional Stochastic Differential Equations

This work proposes a new numerical approach for dealing with fractional stochastic differential equations. In particular, a novel three-point fractional formula for approximating the Riemann–Liouville integrator is established, and then it is applied to generate approximate solutions for fractional...

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Detalles Bibliográficos

Principais autores:	Iqbal M. Batiha, Ahmad A. Abubaker, Iqbal H. Jebril, Suha B. Al-Shaikh, Khaled Matarneh
Formato:	Artigo
Idioma:	Inglês
Publicado:	MDPI AG 2023-04-01
Series:	Axioms
Assuntos:	fractional calculus fractional stochastic differential equations Euler–Maruyama method
Acceso en liña:	https://www.mdpi.com/2075-1680/12/4/388
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