• STOCHASTIC DIFFERENTIAL EQUATIONS WITH FRACTIONAL BROWNIAN MOTION
Abstract
In this article, we introduce the concept of stochastic differential equations (SDEs) with fractional Brownian motion. Using the concept of dynamic process under multitime scale in sciences and engineering, a mathematical model described by a system of multi-time scale SDEs is formulated.
Keywords
Stochastic fractional differential equations, fractional brownian motion, dynamic process, multi-time scales.
Full Text:
PDFThis work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
© 2010-2022 International Journal of Mathematical Archive (IJMA) Copyright Agreement & Authorship Responsibility |