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Ulam–Hyers–Rassias stability of Hilfer fractional stochastic impulsive differential equations with non-local condition via Time-changed Brownian motion followed by the currency options pricing model

Author

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  • Chalishajar, Dimplekumar
  • Kasinathan, Dhanalakshmi
  • Kasinathan, Ravikumar
  • Kasinathan, Ramkumar

Abstract

In this paper, a new solution representation and Ulam-Hyer’s Rassias stability of Hilfer fractional stochastic impulsive differential systems (HFSIDEs) with non-local condition via Time-changed fractional Brownian motion (TCFBM) is studied. The wellposedness of solutions are proved in the finite-dimensional space by using fixed point theorem (FPT). Finally, to account for the long-memory property of the spot exchange rate, we offer a novel framework for pricing currency options in line with the TCFBM model.

Suggested Citation

  • Chalishajar, Dimplekumar & Kasinathan, Dhanalakshmi & Kasinathan, Ravikumar & Kasinathan, Ramkumar, 2025. "Ulam–Hyers–Rassias stability of Hilfer fractional stochastic impulsive differential equations with non-local condition via Time-changed Brownian motion followed by the currency options pricing model," Chaos, Solitons & Fractals, Elsevier, vol. 197(C).
    • Handle: RePEc:eee:chsofr:v:197:y:2025:i:c:s0960077925004813
    DOI: 10.1016/j.chaos.2025.116468
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