Nonlocal fuzzy fractional stochastic evolution equations with fractional Brownian motion of order (1,2)-Reference-Cited by-同舟云学术

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

Published:2022 Issue:10 Volume:7 Page:19344-19358
ISSN:2473-6988
Container-title:AIMS Mathematics
language:
Short-container-title:MATH

Author:

Abuasbeh Kinda¹,Shafqat Ramsha²,Niazi Azmat Ullah Khan²,Awadalla Muath¹

Affiliation:

1. Department of Mathematics and Statistics, College of Science, King Faisal University, Hafuf, Al Ahsa 31982, Saudi Arabia

2. Department of Mathematics and Statistics, The University of Lahore, Sargodha 40100, Pakistan

Abstract

<abstract><p>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.</p></abstract>

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

General Mathematics

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