The main objective of this thesis is to introduce fractional integro-differential equations using a modified type of operators, which consists of the same order fractional differentiation and fractional integration. Also,
The aim of this thesis is studying some numerical methods for solving Stochastic Differential Equation. The mathematical preliminary required to understand these numerical methods is proposed. Since many stochastic differential equations do not have explicit solution, Euler-Maruyama and Milstein numerical methods are used. The numerical simulation for different selected examples are implemented. The necessary concluding remarks are provided.
In this work, we consider the Logistic distribution of two parameters for its importance in statistics. Mathematical and statistical properties of Logistic distribution are considered, moments and higher moments are illustrated to the distribution parameters, namely, moments methods, maximum likelihood method, modified moments method, least squares method are discussed theoretically and assessed practically by
