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 …
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 …
differential equations driven by Brownian motion. Different from the approach of integration …
[HTML][HTML] Euler–Maruyama scheme for Caputo stochastic fractional differential equations
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 …
fractional differential equations (for short Caputo SFDE) of order α∈(1 2, 1) whose …
Ulam–Hyers stability of pantograph fractional stochastic differential equations
In this paper, we investigate the existence and uniqueness theorem (EUT) of Pantograph
fractional stochastic differential equations (PFSDE) using the Banach fixed point theorem …
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 …
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
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 …
considered to solve a class of neutral delay fractional stochastic differential equations …
Numerical methods for stochastic Volterra integral equations with weakly singular kernels
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 …
solution to stochastic Volterra integral equations (SVIEs) with weakly singular kernels, with …
A variation of constant formula for Caputo fractional stochastic differential equations
We establish and prove a variation of constant formula for Caputo fractional stochastic
differential equations whose coefficients satisfy a standard Lipschitz condition. The main …
differential equations whose coefficients satisfy a standard Lipschitz condition. The main …
Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations
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 …
Wiener process. The sufficient conditions for the existence and uniqueness of the solution of …
Numerical simulation of fractional-order dynamical systems in noisy environments
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 …
formula to approximate fractional-order integrals for noisy signals. This strategy is extended …