Work

On the existence and uniqueness of the solution to multifractional stochastic delay differential equation

Year: 2024

Type: article

Abstract: In this paper we study existence and uniqueness of solution stochastic differential equations involving fractional integrals driven by Riemann-Liouville multifractional Brownian motion and a standard Brownian. Then, we obtain approximate numerical solution of our problem and colon cancer chemotherapy effect model are presented to confirm our results. We show that considering time dependent Hurst parameters play an important role to get more realistic results.

Source: Fractional Calculus and Applied Analysis

DOI: 10.1007/s13540-024-00314-z

Authors: Khaoula Bouguetof, Zaineb Mezdoud, Omar Kebiri, Carsten Hartmann

Institutions: Université Larbi Tébessi, École Normale Supérieure de Kouba, Badji Mokhtar-Annaba University, Brandenburg University of Technology Cottbus-Senftenberg

Language: English

Topic: Nonlinear Differential Equations Analysis

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,690

Funders: Deutsche Forschungsgemeinschaft, Brandenburgische Technische Universität Cottbus-Senftenberg