论多分数随机延迟微分方程解的存在性和唯一性

IF 2.5 2区数学 Q1 MATHEMATICS Fractional Calculus and Applied Analysis Pub Date : 2024-08-09 DOI:10.1007/s13540-024-00314-z

Khaoula Bouguetof, Zaineb Mezdoud, Omar Kebiri, Carsten Hartmann

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引用次数: 0

摘要

本文研究了由黎曼-刘维尔多分量布朗运动和标准布朗运动驱动的涉及分量积分的随机微分方程解的存在性和唯一性。然后，我们得到了问题的近似数值解，并提出了结肠癌化疗效果模型来证实我们的结果。我们的研究表明，考虑与时间相关的 Hurst 参数对得到更真实的结果起着重要作用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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

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.

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来源期刊

Fractional Calculus and Applied Analysis MATHEMATICS, APPLIED-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

CiteScore

4.70

自引率

16.70%

发文量

101

期刊介绍： Fractional Calculus and Applied Analysis (FCAA, abbreviated in the World databases as Fract. Calc. Appl. Anal. or FRACT CALC APPL ANAL) is a specialized international journal for theory and applications of an important branch of Mathematical Analysis (Calculus) where differentiations and integrations can be of arbitrary non-integer order. The high standards of its contents are guaranteed by the prominent members of Editorial Board and the expertise of invited external reviewers, and proven by the recently achieved high values of impact factor (JIF) and impact rang (SJR), launching the journal to top places of the ranking lists of Thomson Reuters and Scopus.