Stochastic g-Fractional Integrals and their Bounds for Convex Stochastic Processes
Sign Up to like & getrecommendations! Published in 2019 at "Results in Mathematics"
DOI: 10.1007/s00025-019-1112-x
Abstract: In this paper, we introduce stochastic g-fractional integrals of order $$ \alpha $$, containing stochastic fractional integrals (Hafiz in Stoch Anal Appl 22:507–523, 2004), stochastic integral (Shaked and Shanthikumar in Adv Appl Prob 20:427–446, 1988)… read more here.
Keywords: stochastic processes; integrals bounds; fractional integrals; convex stochastic ... See more keywords
Averaging Principle for Multiscale Stochastic Fractional Schrödinger–Korteweg-de Vries System
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Physics"
DOI: 10.1007/s10955-020-02645-6
Abstract: This work concerns the averaging principle for multiscale stochastic fractional Schrodinger–Korteweg-de Vries system. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise,… read more here.
Keywords: principle multiscale; system; averaging principle; korteweg vries ... See more keywords
Modular Stability Analysis of a Nonlinear Stochastic Fractional Volterra IDE
Sign Up to like & getrecommendations! Published in 2022 at "Algorithms"
DOI: 10.3390/a15120459
Abstract: We define a new control function to approximate a stochastic fractional Volterra IDE using the concept of modular-stability. read more here.
Keywords: modular stability; stochastic fractional; fractional volterra; volterra ide ... See more keywords