Fractional Stochastic Individuals

An extension of stochastic differential models by using the Grunwald-Letnikov fractional derivative

Stochastic differential equations (SDEs) have been applied by engineers and economists because it can express the behavior of stochastic processes in compact expressions. In this paper, by using Grunwald-Letnikov fractional derivative, the stochastic differential model is improved. Two numerical examples are presented to show efficiency of the proposed model. A numerical optimization approach b...

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

Computational Method for Fractional-Order Stochastic Delay Differential Equations

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

A Suggested Approach for Stochastic Interval-Valued Linear Fractional Programming problem

In this paper, we considered a Stochastic Interval-Valued Linear Fractional Programming problem(SIVLFP). In this problem, the coefficients and scalars in the objective function are fractional-interval, and technological coefficients and the quantities on the right side of the constraints were random variables with the specific distribution. Here we changed a Stochastic Interval-Valued Fractiona...

The using of Haar wavelets for the expansion of fractional stochastic integrals

Abstract: In this paper, an efficient method based on Haar wavelets is proposed for solving fractional stochastic integrals with Hurst parameter. Properties of Haar wavelets are described. Also, the error analysis of the proposed method is investigated. Some numerical examples are provided to illustrate the computational efficiency and accuracy of the method.  

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory