عنوان
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Comments on “Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach” [Nonlinear Dyn. 67, 2719–2726 (2012)]
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نوع پژوهش
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مقاله چاپشده
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کلیدواژهها
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Fractional Ito formula , Nonlinear stochastic differential equations , Fractional Brownian motion
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چکیده
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In this note, some comments are pointed out to the paper (Zeng et al. inNonlinear Dyn 67:2719– 2726, 2012). It is shown that the authors in the mentioned paper have wrongly utilized the fractional Ito formula to derive the reducibility conditions of nonlinear fractional stochastic differential equations (SDEs) to linear fractional SDEs. This incorrect use of the fractional Ito formula has led to fundamental flaws in the proposed theorems
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پژوهشگران
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مهدیه طهماسبی (نفر سوم)، وحید جوهری مجد (نفر دوم)، خسرو خاندانی (نفر اول)
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