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arXiv · 2506.00017

Framework for Solving Fractional Stochastic Integral-Differential Equations

O. T. Birgani·J. F. Peters·S. Kouhkani
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Abstract

This article introduces a framework for measuring the uncertain behaviour of a changing system in terms of the solution of a class of fractional stochastic differential equations (fsDEs). This is accomplished via operational matrices based on 2-dimensional shifted Legendre polynomials. By using operational matrices, an fsDE is converted into a matrix form and the numerical solution of the represented motion system is then found.

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O. T. Birgani, J. F. Peters, S. Kouhkani. 2025-05-18. Framework for Solving Fractional Stochastic Integral-Differential Equations. https://arxiv.org/abs/2506.00017

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