Ordinary differential equations (ODEs) and difference equations serve as complementary tools in the mathematical modelling of processes evolving in continuous and discrete time respectively. Together ...

This rapidly evolving field extends classical discrete calculus by introducing non-integer, or fractional, orders of difference operators. Such an approach is particularly well suited to modelling ...

We consider a multivariate continuous-time process, generated by a system of linear stochastic differential equations, driven by white noise, and involving coefficients that possibly vary over time.