Existence, uniqueness, and collocation solutions using the shifted Legendre spectral method for the Hilfer fractional stochastic integro-differential equations regarding stochastic Brownian motion

DOI10.1016/j.rinam.2024.100504MaRDI QIDQ6657383

Omar Abu Arqub, Nabil T. Shawagfeh, Haneen Badawi

Publication date: 6 January 2025

Published in: Results in Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Hilfer fractional derivativeGauss Legendre quadraturefractional stochastic integro-differential equationspectral collocation techniquestochastic Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Cites Work

• Unnamed Item
• Unnamed Item
• Nonlocal problem for fractional stochastic evolution equations with solution operators
• A stochastic Fubini theorem: BSDE method
• Fractional stochastic differential equations with applications to finance
• Functional analysis in modern applied mathematics
• Recent applications of fractional calculus to science and engineering
• Legendre collocation method and its convergence analysis for the numerical solutions of the conductor-like screening model for real solvents integral equation
• Existence and uniqueness results for a class of fractional stochastic neutral differential equations
• Existence, uniqueness and continuous dependence of solutions to conformable stochastic differential equations
• A new conformable fractional derivative and applications
• Numerical solution of nonlinear stochastic Itô-Volterra integral equation by stochastic modified hat function operational matrices
• Analysis of a nonlinear variable-order fractional stochastic differential equation
• Bistability and stochastic jumps in an airfoil system with viscoelastic material property and random fluctuations
• Mixed stochastic differential equations: averaging principle result
• Numerical solution of stochastic Itô-Volterra integral equation by using shifted Jacobi operational matrix method
• Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
• Numerical solution of stochastic fractional differential equations
• A spectral method for stochastic fractional differential equations
• Fractional calculus and its applications
• Nonlinear functional differential equations of arbitrary orders
• A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process
• Fractional stochastic evolution equations with nonlocal initial conditions and noncompact semigroups

This page was built for publication: Existence, uniqueness, and collocation solutions using the shifted Legendre spectral method for the Hilfer fractional stochastic integro-differential equations regarding stochastic Brownian motion