التفاصيل البيبلوغرافية
| العنوان: |
STOCHASTIC ITÔ-DIFFERENTIAL AND INTEGRAL OF FRACTIONAL-ORDERS. |
| المؤلفون: |
EL-SAYED, A. M. A., HASHEM, H. H. G. |
| المصدر: |
Journal of Fractional Calculus & Applications; Jul2022, Vol. 13 Issue 2, p251-258, 8p |
| مصطلحات موضوعية: |
STOCHASTIC orders, STOCHASTIC processes, INITIAL value problems, FRACTIONAL calculus, STOCHASTIC integrals |
| مستخلص: |
The fractional calculus operators for the second order mean-square (continuous or Riemann integrable) stochastic processes have been discussed in some papers (see [5]-[11]). The combinations between this fractional calculus operators with the integer orders stochastic ItÔdifferential and stochastic ItÔ-integral can be found, recently, in [2]-[4]. In this paper, we introduce the definitions of the stochastic ItÔ-differential and the stochastic ItÔ-integral of fractional-orders. Some main properties will be proved. As applications some initial value problems of ItÔ-differential equations of fractional-orders will be studied in the classes C([0; T];L2(Ω)); L1([0; T];L2(Ω)) and L2([0; T];L2(Ω)). [ABSTRACT FROM AUTHOR] |
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| قاعدة البيانات: |
Complementary Index |
