Existence, uniqueness and numerical solution of stochastic fractional differential equations with integer and non-integer orders

dc.contributor.authorAraz, Seda I. G. R. E. T.
dc.contributor.authorCetin, Mehmet Akif
dc.contributor.authorAtangana, Abdon
dc.date.accessioned2024-12-24T19:33:58Z
dc.date.available2024-12-24T19:33:58Z
dc.date.issued2024
dc.departmentSiirt Üniversitesi
dc.description.abstractThe parametrized approach is extended in this study to find solutions to differential equations with fractal, fractional, fractal-fractional, and piecewise derivatives with the inclusion of a stochastic component. The existence and uniqueness of the solution to the stochastic Atangana-Baleanu fractional differential equation are established using Caratheodory's existence theorem. For the solution of differential equations using piecewise differential operators, which take into account combining deterministic and stochastic processes utilizing certain significant mathematical tools such as fractal and fractal-fractional derivatives, the applicability of the parametrized technique is being examined. We discuss the crossover behaviors of the model obtained by including these operators and we present some illustrative examples for some problems with piecewise differential operators.
dc.identifier.doi10.3934/era.2024035
dc.identifier.endpage761
dc.identifier.issn2688-1594
dc.identifier.issue2
dc.identifier.scopus2-s2.0-85193362780
dc.identifier.scopusqualityQ2
dc.identifier.startpage733
dc.identifier.urihttps://doi.org/10.3934/era.2024035
dc.identifier.urihttps://hdl.handle.net/20.500.12604/8366
dc.identifier.volume32
dc.identifier.wosWOS:001147831900005
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherAmer Inst Mathematical Sciences-Aims
dc.relation.ispartofElectronic Research Archive
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_20241222
dc.subjectCaratheodory's conditions
dc.subjectfractal-fractional differentiation
dc.subjectpiecewise calculus
dc.subjectparametrized method
dc.titleExistence, uniqueness and numerical solution of stochastic fractional differential equations with integer and non-integer orders
dc.typeArticle

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