Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation
We study fractional Brownian motion– (FBM–) driven fuzzy stochastic fractional evolution equations. These equations can be used to model fuzziness, long-range dependence, and unpredictability in hybrid real-world systems. Under various assumptions regarding the coefficients, we investigate the exist...
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| Format: | Article |
| Language: | English |
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Wiley
2022-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2022/3559035 |
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| _version_ | 1832549214408671232 |
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| author | Kinda Abuasbeh Ramsha Shafqat |
| author_facet | Kinda Abuasbeh Ramsha Shafqat |
| author_sort | Kinda Abuasbeh |
| collection | DOAJ |
| description | We study fractional Brownian motion– (FBM–) driven fuzzy stochastic fractional evolution equations. These equations can be used to model fuzziness, long-range dependence, and unpredictability in hybrid real-world systems. Under various assumptions regarding the coefficients, we investigate the existence-uniqueness of the solution using an approximation method to the fractional stochastic integral. We can solve an equation with linear coefficients, for example, in financial models Application to a model of population dynamics is also illustrated. An example is propounded to show the applicability of our results. |
| format | Article |
| id | doaj-art-100ce93a85624104bb6c44414cb566a5 |
| institution | Kabale University |
| issn | 2314-4785 |
| language | English |
| publishDate | 2022-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Mathematics |
| spelling | doaj-art-100ce93a85624104bb6c44414cb566a52025-02-03T06:11:52ZengWileyJournal of Mathematics2314-47852022-01-01202210.1155/2022/3559035Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential EquationKinda Abuasbeh0Ramsha Shafqat1Department of Mathematics and StatisticsDepartment of Mathematics and StatisticsWe study fractional Brownian motion– (FBM–) driven fuzzy stochastic fractional evolution equations. These equations can be used to model fuzziness, long-range dependence, and unpredictability in hybrid real-world systems. Under various assumptions regarding the coefficients, we investigate the existence-uniqueness of the solution using an approximation method to the fractional stochastic integral. We can solve an equation with linear coefficients, for example, in financial models Application to a model of population dynamics is also illustrated. An example is propounded to show the applicability of our results.http://dx.doi.org/10.1155/2022/3559035 |
| spellingShingle | Kinda Abuasbeh Ramsha Shafqat Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation Journal of Mathematics |
| title | Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation |
| title_full | Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation |
| title_fullStr | Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation |
| title_full_unstemmed | Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation |
| title_short | Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation |
| title_sort | fractional brownian motion for a system of fuzzy fractional stochastic differential equation |
| url | http://dx.doi.org/10.1155/2022/3559035 |
| work_keys_str_mv | AT kindaabuasbeh fractionalbrownianmotionforasystemoffuzzyfractionalstochasticdifferentialequation AT ramshashafqat fractionalbrownianmotionforasystemoffuzzyfractionalstochasticdifferentialequation |