The generalized solution of fractional di§erential equations sample with Brownian motion
نویسندگان
1 Department of Mathematics, Kırklareli University, Faculty of Science and Arts, Turkey
2 Department of Mathematics, Oum El Bouaghi University, Algeria
3 Department of Mathematics, Adrar University, Algeria
4 Department of Mathematics, College of Science King Khalid University, Abha, Saudi Arabia
doi
10.22075/ijnaa.2023.29135.4069چکیده
It is well known that the solution of fractional models proved to be a powerful tool in studying various problems which appear in the sciences of real life. In view of the fact that economic applications are accelerating at an amazing pace, and the large number of modeling in this speciality, it has expanded the number of problems. So, our contribution is based on finding generalized solutions of a fractional differential equation known for their applications in microeconomics and finance and creating an algorithm which allows us to estimate the coefficients of this type of equation. And to really illustrate our results we will choose a model known in the stochastic literature by COGARCH but with fractional derivative, to demonstrate the asymptotic behavior of the estimators, including the impact of fractional order on the space of stochastic differential equations.
