Academic Editor: Youssef EL FOUTAYENI
Received |
Accepted |
Published |
06 February 2020 |
21 February 2020 |
10 March 2020 |
Abstract: Recently, fractional differential equation models have been largely employed in many fields, which is the case in mecanics, finance, image processing and bioengineering. Since the fractional order derivative has the memory effect property, modeling by stochastic fractional differential equations has more advantages to understand problems and phenomena with memory. In this work, we give an overview of numerical methods for the solution of fractional stochastic differential equations. Then we present discrete time strong and weak approximation methods that are suitable for different applications.
