Shifted fractional Legendre spectral collocation technique for solving fractional stochastic Volterra integro-differential equations
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DOI: 10.1007/s00366-020-01263-w
Abstract: This paper presents a spectral collocation technique to solve fractional stochastic Volterra integro-differential equations (FSV-IDEs). The algorithm is based on shifted fractional order Legendre orthogonal functions generated by Legendre polynomials. The shifted fractional order Legendre–Gauss–Radau… read more here.
Keywords: shifted fractional; collocation technique; fractional stochastic; collocation ... See more keywords
Mild Solutions to Time Fractional Stochastic 2D-Stokes Equations with Bounded and Unbounded Delay
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DOI: 10.1007/s10884-019-09809-3
Abstract: In this paper, the well-posedness of stochastic time fractional 2D-Stokes equations of order $$\alpha \in (0,1)$$ containig finite or infinite delay with multiplicative noise is established, respectively, in the spaces $$C([-h,0];L^2(\varOmega ;L^2_{\sigma }))$$ and $$C((-\infty… read more here.
Keywords: time fractional; stokes equations; mild solutions; delay ... See more keywords
Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion
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DOI: 10.1007/s13370-018-0560-x
Abstract: Using the method of Girsanov transformation, we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution of fractional stochastic functional differential equations driven by fractional Brownian motion.… read more here.
Keywords: fractional stochastic; stochastic functional; differential equations; transportation inequalities ... See more keywords
Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation
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DOI: 10.1007/s40072-021-00208-8
Abstract: High order and fractional PDEs have become prominent in theory and in modeling many phenomena. In this paper, we study the realized power variations for the fourth order time fractional stochastic partial integro-differential equations (SPIDEs)… read more here.
Keywords: time fractional; order time; time; fourth order ... See more keywords
Existence of fuzzy fractional stochastic differential system with impulses
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DOI: 10.1007/s40314-020-01229-0
Abstract: Stochastic differential equations represent equipment in modeling of a dynamic systems operating with fuzzy settings driven by stochastic noise. In this manuscript, a new kind of equation, namely fuzzy fractional stochastic differential system (FSDS) is… read more here.
Keywords: fuzzy fractional; fractional stochastic; differential system; stochastic differential ... See more keywords
Application of orthonormal Bernstein polynomials to construct a efficient scheme for solving fractional stochastic integro-differential equation
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DOI: 10.1016/j.ijleo.2016.12.029
Abstract: Abstract Fractional stochastic integro-differential equations arise in many problems in mechanics, finance, biology, medical, social sciences. In many situation, we can not solve these equations analytically, therefore we try to get an approximate solution for… read more here.
Keywords: integro differential; bernstein polynomials; fractional stochastic; stochastic integro ... See more keywords
Regularity of random attractors for fractional stochastic reaction–diffusion equations on Rn
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DOI: 10.1016/j.jde.2018.02.011
Abstract: Abstract We investigate the regularity of random attractors for the non-autonomous non-local fractional stochastic reaction–diffusion equations in H s ( R n ) with s ∈ ( 0 , 1 ) . We prove the… read more here.
Keywords: regularity random; diffusion equations; fractional stochastic; reaction diffusion ... See more keywords
Robust H∞ filtering and control for a class of linear systems with fractional stochastic noise
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DOI: 10.1016/j.physa.2019.04.194
Abstract: Abstract In this paper, a class of linear stochastic systems driven by fractional Brownian motion are investigated. The fractional infinitesimal operator and stability criterion based on the Lyapunov approach for the systems with fractional stochastic… read more here.
Keywords: systems fractional; robust filtering; stochastic noise; fractional stochastic ... See more keywords
Fractional stochastic models for COVID-19: Case study of Egypt
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DOI: 10.1016/j.rinp.2021.104018
Abstract: In this paper, COVID-19 dynamics are modelled with three mathematical dynamic models, fractional order modified SEIRF model, stochastic modified SEIRF model, and fractional stochastic modified SEIRF model, to characterize and predict virus behavior. By using… read more here.
Keywords: fractional stochastic; study egypt; modified seirf; case study ... See more keywords
Further properties of fractional stochastic dominance
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DOI: 10.1017/jpr.2021.44
Abstract: Abstract A continuum of stochastic dominance rules, also referred to as fractional stochastic dominance (SD), was introduced by Müller, Scarsini, Tsetlin, and Winkler (2017) to cover preferences from first- to second-order SD. Fractional SD can… read more here.
Keywords: fractional pure; stochastic dominance; properties fractional; fractional stochastic ... See more keywords
Fractional stochastic modeling: New approach to capture more heterogeneity.
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DOI: 10.1063/1.5072790
Abstract: To further capture holding complexities of nature that arise in many fields of science, technology, and engineering, we suggested in this paper a novel approach of modeling. The novel approach is a coupling of fractional… read more here.
Keywords: stochastic modeling; modeling new; new approach; fractional stochastic ... See more keywords