{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,17]],"date-time":"2025-11-17T21:40:52Z","timestamp":1763415652906,"version":"build-2065373602"},"reference-count":26,"publisher":"MDPI AG","issue":"4","license":[{"start":{"date-parts":[[2023,4,17]],"date-time":"2023-04-17T00:00:00Z","timestamp":1681689600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"name":"Arab Open University","award":["AOURG-2023-008"],"award-info":[{"award-number":["AOURG-2023-008"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Axioms"],"abstract":"<jats:p>This work proposes a new numerical approach for dealing with fractional stochastic differential equations. In particular, a novel three-point fractional formula for approximating the Riemann\u2013Liouville integrator is established, and then it is applied to generate approximate solutions for fractional stochastic differential equations. Such a formula is derived with the use of the generalized Taylor theorem coupled with a recent definition of the definite fractional integral. Our approach is compared with the approximate solution generated by the Euler\u2013Maruyama method and the exact solution for the purpose of verifying our findings.<\/jats:p>","DOI":"10.3390\/axioms12040388","type":"journal-article","created":{"date-parts":[[2023,4,18]],"date-time":"2023-04-18T01:36:45Z","timestamp":1681781805000},"page":"388","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":12,"title":["A Numerical Approach of Handling Fractional Stochastic Differential Equations"],"prefix":"10.3390","volume":"12","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-8443-8848","authenticated-orcid":false,"given":"Iqbal M.","family":"Batiha","sequence":"first","affiliation":[{"name":"Department of Mathematics, Al Zaytoonah University of Jordan, Amman 11733, Jordan"},{"name":"Nonlinear Dynamics Research Center, Ajman University, Ajman 346, United Arab Emirates"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-0694-1680","authenticated-orcid":false,"given":"Ahmad A.","family":"Abubaker","sequence":"additional","affiliation":[{"name":"Faculty of Computer Studies, Arab Open University, Riyadh 11681, Saudi Arabia"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-4348-6197","authenticated-orcid":false,"given":"Iqbal H.","family":"Jebril","sequence":"additional","affiliation":[{"name":"Department of Mathematics, Al Zaytoonah University of Jordan, Amman 11733, Jordan"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-9960-2591","authenticated-orcid":false,"given":"Suha B.","family":"Al-Shaikh","sequence":"additional","affiliation":[{"name":"Faculty of Computer Studies, Arab Open University, Riyadh 11681, Saudi Arabia"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Khaled","family":"Matarneh","sequence":"additional","affiliation":[{"name":"Faculty of Computer Studies, Arab Open University, Riyadh 11681, Saudi Arabia"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2023,4,17]]},"reference":[{"key":"ref_1","first-page":"9943969","article-title":"Blow-up for a stochastic viscoelastic lam\u00e9 equation with logarithmic nonlinearity","volume":"2021","author":"Benramdane","year":"2021","journal-title":"J. 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