Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation

Kinda Abuasbeh, Ramsha Shafqat and Heng Liu

Journal of Mathematics, 2022, vol. 2022, 1-14

Abstract: We study fractional Brownian motion– (FBM–) driven fuzzy stochastic fractional evolution equations. These equations can be used to model fuzziness, long-range dependence, and unpredictability in hybrid real-world systems. Under various assumptions regarding the coefficients, we investigate the existence-uniqueness of the solution using an approximation method to the fractional stochastic integral. We can solve an equation with linear coefficients, for example, in financial models Application to a model of population dynamics is also illustrated. An example is propounded to show the applicability of our results.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jjmath:3559035

DOI: 10.1155/2022/3559035

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