Academic Journal

On a Coupled System of Stochastic Ito^-Differential and the Arbitrary (Fractional) Order Differential Equations with Nonlocal Random and Stochastic Integral Conditions

التفاصيل البيبلوغرافية
العنوان: On a Coupled System of Stochastic Ito^-Differential and the Arbitrary (Fractional) Order Differential Equations with Nonlocal Random and Stochastic Integral Conditions
المؤلفون: A. M. A. El-Sayed, Hoda A. Fouad
المصدر: Mathematics; Volume 9; Issue 20; Pages: 2571
بيانات النشر: Multidisciplinary Digital Publishing Institute
سنة النشر: 2021
المجموعة: MDPI Open Access Publishing
مصطلحات موضوعية: stochastic processes, It ô -differential equations, random differential equations, stochastic differential equation, coupled system, fractional order derivative, nonlocal stochastic integral conditions
الوصف: The fractional stochastic differential equations had many applications in interpreting many events and phenomena of life, and the nonlocal conditions describe numerous problems in physics and finance. Here, we are concerned with the combination between the three senses of derivatives, the stochastic Ito^-differential and the fractional and integer orders derivative for the second order stochastic process in two nonlocal problems of a coupled system of two random and stochastic differential equations with two nonlocal stochastic and random integral conditions and a coupled system of two stochastic and random integral conditions. We study the existence of mean square continuous solutions of these two nonlocal problems by using the Schauder fixed point theorem. We discuss the sufficient conditions and the continuous dependence for the unique solution.
نوع الوثيقة: text
وصف الملف: application/pdf
اللغة: English
Relation: https://dx.doi.org/10.3390/math9202571
DOI: 10.3390/math9202571
الاتاحة: https://doi.org/10.3390/math9202571
Rights: https://creativecommons.org/licenses/by/4.0/
رقم الانضمام: edsbas.BB98752F
قاعدة البيانات: BASE