Nonlocal fuzzy fractional stochastic evolution equations with fractional Brownian motion of order (1,2)

Autor:	Kinda Abuasbeh, Ramsha Shafqat, Azmat Ullah Khan Niazi, Muath Awadalla
Jazyk:	angličtina
Rok vydání:	2022
Předmět:	fuzzy set theory fuzzy stochastic processes fuzzy stochastic differential equation fractional brownian motion Mathematics QA1-939
Zdroj:	AIMS Mathematics, Vol 7, Iss 10, Pp 19344-19358 (2022)
Druh dokumentu:	article
ISSN:	2473-6988 85927244
DOI:	10.3934/math.20221062?viewType=HTML
Popis:	In this manuscript, we formulate the system of fuzzy stochastic fractional evolution equations (FSFEEs) driven by fractional Brownian motion. We find the results about the existence-uniqueness of the formulated system by using the Lipschitizian conditions. By using these conditions we have also investigated the exponential stability of the solution for the above system driven by fractional Brownian motion. Finally, the applications in financial mathematics are presented and the use of financial mathematics in the fractional Black and Scholes model is also discussed. An example is propounded to show the applicability of our results.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/7d450bcda0754bccab85927244df3741 Zobrazit plný text záznamu View record in DOAJ