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

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  • Kinda Abuasbeh
  • Ramsha Shafqat
  • Heng Liu

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.

Suggested Citation

  • Kinda Abuasbeh & Ramsha Shafqat & Heng Liu, 2022. "Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation," Journal of Mathematics, Hindawi, vol. 2022, pages 1-14, October.
    • Handle: RePEc:hin:jjmath:3559035
    DOI: 10.1155/2022/3559035
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