非局部条件下随时变布朗运动的Hilfer分数阶随机脉冲微分方程的Ulam-Hyers-Rassias稳定性

IF 5.3 1区数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Chaos Solitons & Fractals Pub Date : 2025-04-29 DOI:10.1016/j.chaos.2025.116468

Dimplekumar Chalishajar , Dhanalakshmi Kasinathan , Ravikumar Kasinathan , Ramkumar Kasinathan

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引用次数: 0

摘要

本文研究了非局域条件下Hilfer分数阶随机脉冲微分系统（HFSIDEs）的时变分数阶布朗运动（TCFBM）的一种新的解表示和Ulam-Hyer’s Rassias稳定性。利用不动点定理在有限维空间中证明了解的适定性。最后，考虑到现货汇率的长期记忆特性，我们提供了一个与TCFBM模型一致的货币期权定价的新框架。

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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

In this paper, a new solution representation and Ulam-Hyer’s Rassias stability of Hilfer fractional stochastic impulsive differential systems (HFSIDEs) with non-local condition via Time-changed fractional Brownian motion (TCFBM) is studied. The wellposedness of solutions are proved in the finite-dimensional space by using fixed point theorem (FPT). Finally, to account for the long-memory property of the spot exchange rate, we offer a novel framework for pricing currency options in line with the TCFBM model.

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来源期刊

Chaos Solitons & Fractals 物理-数学跨学科应用

CiteScore

13.20

自引率

10.30%

发文量

1087

审稿时长

9 months

期刊介绍： Chaos, Solitons & Fractals strives to establish itself as a premier journal in the interdisciplinary realm of Nonlinear Science, Non-equilibrium, and Complex Phenomena. It welcomes submissions covering a broad spectrum of topics within this field, including dynamics, non-equilibrium processes in physics, chemistry, and geophysics, complex matter and networks, mathematical models, computational biology, applications to quantum and mesoscopic phenomena, fluctuations and random processes, self-organization, and social phenomena.