Mathematical Problems in Engineering
Volume 2012 (2012), Article ID 709106, 14 pages
Research Article

Monte-Carlo Galerkin Approximation of Fractional Stochastic Integro-Differential Equation

1Department of Mathematics, Faculty of Science, Alexandria University, Alexandria, Egypt
2Department of Mathematics, Faculty of Science, Garyounis University, Benghazi, Libya

Received 30 November 2011; Accepted 2 February 2012

Academic Editor: Francesco Pellicano

Copyright © 2012 Abdallah Ali Badr and Hanan Salem El-Hoety. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


A stochastic differential equation, SDE, describes the dynamics of a stochastic process defined on a space-time continuum. This paper reformulates the fractional stochastic integro-differential equation as a SDE. Existence and uniqueness of the solution to this equation is discussed. A numerical method for solving SDEs based on the Monte-Carlo Galerkin method is presented.