The aim of this paper is the construction of stochastic versions for some fractional Gompertz curves. To do this, we first study a class of linear fractional-integral stochastic equations, proving existence and uniqueness of a Gaussian solution. Such kinds of equations are then used to construct fractional stochastic Gompertz models. Finally, a new fractional Gompertz model, based on the previous two, is introduced and a stochastic version of it is provided.
On the construction of some fractional stochastic Gompertz models / Ascione, G.; Pirozzi, Enrica. - In: MATHEMATICS. - ISSN 2227-7390. - 8:1(2020), pp. 1-24. [10.3390/math8010060]
On the construction of some fractional stochastic Gompertz models
Ascione G.;Pirozzi Enrica
2020
Abstract
The aim of this paper is the construction of stochastic versions for some fractional Gompertz curves. To do this, we first study a class of linear fractional-integral stochastic equations, proving existence and uniqueness of a Gaussian solution. Such kinds of equations are then used to construct fractional stochastic Gompertz models. Finally, a new fractional Gompertz model, based on the previous two, is introduced and a stochastic version of it is provided.File in questo prodotto:
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