Framework for Solving Fractional Stochastic Integral-Differential Equations
General Mathematics
2025-06-03 v1
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.
Cite
@article{arxiv.2506.00017,
title = {Framework for Solving Fractional Stochastic Integral-Differential Equations},
author = {O. T. Birgani and J. F. Peters and S. Kouhkani},
journal= {arXiv preprint arXiv:2506.00017},
year = {2025}
}
Comments
13 pages, 4 figures