Stochastic fractional differential equations: modeling, method and analysis

DOI10.1016/j.chaos.2011.12.009zbMath1282.60058OpenAlexW1974312448MaRDI QIDQ2393250

Jean-C. Pedjeu, Gangaram S. Ladde

Publication date: 7 August 2013

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0960077911002426

zbMATH Keywords

stochastic fractional differential equationmulti-time scale integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

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