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, novel three-point formula approximating the Riemann–Liouville integrator is established, and then it applied to generate approximate solutions Such derived use of generalized Taylor theorem coupled recent definition definite integral. Our compared solution generated by Euler–Maruyama method exact purpose verifying our findings.