Some results on the study of Caputo–Hadamard fractional stochastic differential equations

AB Makhlouf, L Mchiri - Chaos, Solitons & Fractals, 2022 - Elsevier
In this article, we show the existence and uniqueness of solution of Caputo–
Hadamardfractional stochastic differential equations (CHFSDE) via the Banach fixed point …

On the averaging principle for stochastic differential equations involving Caputo fractional derivative

G **ao, M Fečkan, JR Wang - Chaos: An Interdisciplinary Journal of …, 2022 - pubs.aip.org
In this paper, we investigate the averaging principle for Caputo-type fractional stochastic
differential equations driven by Brownian motion. Different from the approach of integration …

[HTML][HTML] Euler–Maruyama scheme for Caputo stochastic fractional differential equations

TS Doan, PT Huong, PE Kloeden, AM Vu - Journal of Computational and …, 2020 - Elsevier
In this paper, we first construct a Euler–Maruyama type scheme for Caputo stochastic
fractional differential equations (for short Caputo SFDE) of order α∈(1 2, 1) whose …

Ulam–Hyers stability of pantograph fractional stochastic differential equations

L Mchiri, A Ben Makhlouf… - Mathematical Methods in …, 2023 - Wiley Online Library
In this paper, we investigate the existence and uniqueness theorem (EUT) of Pantograph
fractional stochastic differential equations (PFSDE) using the Banach fixed point theorem …

Ulam–Hyers stability for an impulsive Caputo–Hadamard fractional neutral stochastic differential equations with infinite delay

M Rhaima - Mathematics and Computers in Simulation, 2023 - Elsevier
This paper addresses existence and Ulam–Hyers stability (UHS) problems for an impulsive
Caputo–Hadamard fractional neutral functional stochastic differential equation with infinite …

A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order

S Banihashemi, H Jafari, A Babaei - Journal of Computational and Applied …, 2022 - Elsevier
In this article, a step-by-step collocation technique based on the Jacobi polynomials is
considered to solve a class of neutral delay fractional stochastic differential equations …

Numerical methods for stochastic Volterra integral equations with weakly singular kernels

M Li, C Huang, Y Hu - IMA Journal of Numerical Analysis, 2022 - academic.oup.com
In this paper we first establish the existence, uniqueness and Hölder continuity of the
solution to stochastic Volterra integral equations (SVIEs) with weakly singular kernels, with …

A variation of constant formula for Caputo fractional stochastic differential equations

PT Anh, TS Doan, PT Huong - Statistics & Probability Letters, 2019 - Elsevier
We establish and prove a variation of constant formula for Caputo fractional stochastic
differential equations whose coefficients satisfy a standard Lipschitz condition. The main …

Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations

BP Moghaddam, L Zhang, AM Lopes… - Stochastics, 2020 - Taylor & Francis
This paper studies a class of fractional stochastic delay differential equations driven by a
Wiener process. The sufficient conditions for the existence and uniqueness of the solution of …

Numerical simulation of fractional-order dynamical systems in noisy environments

ZS Mostaghim, BP Moghaddam… - … and Applied Mathematics, 2018 - Springer
In this paper, the fully discrete scheme is proposed based on the Simpson's quadrature
formula to approximate fractional-order integrals for noisy signals. This strategy is extended …