Electron. J. Diff. Equ., Vol. 2013 (2013), No. 60, pp. 1-10.

Integro-differential equations of fractional order with nonlocal fractional boundary conditions associated with financial asset model

Bashir Ahmad, Sotiris K. Ntouyas

Abstract:
In this article, we discuss the existence of solutions for a boundary-value problem of integro-differential equations of fractional order with nonlocal fractional boundary conditions by means of some standard tools of fixed point theory. Our problem describes a more general form of fractional stochastic dynamic model for financial asset. An illustrative example is also presented.

Submitted December 6, 2012. Published February 26, 2013.
Math Subject Classifications: 34A08, 34B10, 34B15.
Key Words: Fractional differential equations; integral boundary conditions; existence; fixed point theorems; financial asset.

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Bashir Ahmad
Department of Mathematics, Faculty of Science
King Abdulaziz University
P.O. Box 80203, Jeddah 21589, Saudi Arabia
email: bashirahmad_qau@yahoo.com
Sotiris K. Ntouyas
Department of Mathematics
University of Ioannina
451 10 Ioannina, Greece
email: sntouyas@uoi.gr

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