Computational scheme for solving nonlinear fractional stochastic differential equations with delay (Q5240640)

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Computational scheme for solving nonlinear fractional stochastic differential equations with delay

scientific article; zbMATH DE number 7123588

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English	Computational scheme for solving nonlinear fractional stochastic differential equations with delay	scientific article; zbMATH DE number 7123588

Statements

instance of

scholarly article

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title

Computational scheme for solving nonlinear fractional stochastic differential equations with delay (English)

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published in

Stochastic Analysis and Applications

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publication date

29 October 2019

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zbMATH Keywords

fractional calculus

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stochastic calculus

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delay differential equation

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numerical method

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linear B-spline interpolation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07362994.2019.1621182

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cites work

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Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications

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Stochastic evolution equation with Riesz-fractional derivative and white noise on the half-line

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Existence result for fractional neutral stochastic integro-differential equations with infinite delay

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On existence results for impulsive fractional neutral stochastic integro-differential equations with nonlocal and state-dependent delay conditions

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Existence of solutions and approximate controllability of fractional nonlocal stochastic differential equations of order \(1<q\leq 2\) with infinite delay and Poisson jumps

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Asymptotic stability of fractional impulsive neutral stochastic partial integro-differential equations with infinite delay

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Q3344959

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Q3141895

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Identifiers

DOI

10.1080/07362994.2019.1621182

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5240640