عنوان	Multistep Hermit Collocation Method for Solving Stochastic Fractional Integro-Differential Equations
نوع پژوهش	مقاله ارائه شده
کلیدواژه‌ها	Hermit interpolation, Stochastic integro-differential equation, Fractional calculus, Newton Cotes quadrature
چکیده	The main concern of this study is to propose high order multistep collocation method for evaluating the numerical solution of stochastic fractional integro-differential equations. For this purpose the unknown function is approximated by Hermit interpolation and its Caputo fractional derivatives are calculated and substituted in main equation. Also using some concepts of financial mathematics, It’o integral in main problem transform to classic Stieltjes integral. Then utilizing multistep collocation method, obtained equation reduces to some algebraic system. Illustrative examples are given for showing the efficiency and accuracy of the method.
پژوهشگران	منیره نصرتی (نفر اول)، سحر احمری (نفر دوم)