Ulam–Hyers–Rassias stability of Hilfer fractional stochastic impulsive differential equations with non-local condition via Time-changed Brownian motion followed by the currency options pricing model
Dimplekumar Chalishajar, Dhanalakshmi Kasinathan, Ravikumar Kasinathan, Ramkumar Kasinathan
Topics & Concepts
MathematicsFractional Brownian motionStability (learning theory)Applied mathematicsStochastic differential equationBrownian motionMathematical analysisStatisticsComputer scienceMachine learningFractional Differential Equations SolutionsNonlinear Differential Equations AnalysisStability and Controllability of Differential Equations