On the existence and uniqueness of the solution to multifractional stochastic delay differential equation
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.
Authors
- Khaoula Bouguetof
- Carsten Hartmann (ORCID: https://orcid.org/0000-0002-7710-6888)
- Zaineb Mezdoud
- Omar Kebiri (ORCID: https://orcid.org/0000-0002-1420-2071)
Institutions
- Badji Mokhtar-Annaba University (DZ)
- Université Larbi Tébessi (DZ)
- École Normale Supérieure de Kouba (DZ)
- Brandenburg University of Technology Cottbus-Senftenberg (DE)
Publication Details
- Journal
- Fractional Calculus and Applied Analysis
- Published
- 2024-08-09
- DOI
- https://doi.org/10.1007/s13540-024-00314-z
- Citations
- 4
- Primary Topic
- Fractional Differential Equations Solutions
- Type
- article
- Field-Weighted Citation Impact
- 1.58
Funders
- Deutsche Forschungsgemeinschaft
- Brandenburgische Technische Universität Cottbus-Senftenberg