ON SOME CLASSES OF FRACTIONAL STOCHASTIC DYNAMICAL SYSTEMS

Abstract

A simple method for investigating two classes of fractional stochas

tic dynamical systems previously studied by other authors is proposed.

Based on a practical approach to fractional SDE’s, the method gives

an effective and easy way for practioners to solve fractional stochastic

problems related to these classes. Some well-known particular cases are

discussed using this approach.