Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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EXPLORING NOVEL APPROACHES FOR ESTIMATING FRACTIONAL STOCHASTIC PROCESSES THROUGH PRACTICAL APPLICATIONS

  • NABIL LAICHE (Dynamic Systems and Control Laboratory, Department of Mathematics and Computer Sciences, Oum El Bouaghi University) ;
  • LAID GASMI (Lab. Mathematics Modeling and Application (LaMMA), Department of Mathematics and Informatics, Adrar University) ;
  • RAMAN VINOTH (Mam Abdulrahman Bin Faisal University) ;
  • HALIM ZEGHDOUDI (LaPS laboratory, Badji Mokhtar-Annaba University)
  • Received : 2022.09.16
  • Accepted : 2024.02.16
  • Published : 2024.03.30
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Abstract

In this paper, our primary focus revolves around the examination of a set of fractional stochastic models. Through our investigation, we can establish the presence of a solution and its distinctiveness. Additionally, we employ a moment-based algorithm to estimate the coefficients within these models and provide evidence that these estimations maintain their asymptotic characteristics. To support this claim, we conduct experimental studies using simulations and numerical examples.

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Acknowledgement

The authors are grateful for the comments and suggestions by the referee and the editor. Their comments and suggestions greatly improved the article.

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