منیره نصرتی

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.