Abstract
In this paper, the cubic B-spline collocation method is used for solving the stochastic integro-differential equation of fractional order. we show that stochastic integro-differential equation of fractional order is equivalent to a modified stochastic integral equation. Then we apply the proposed method to obtain a numerical scheme of the modified stochastic integral equation. Using this method, the problem solving turns into a linear system solution of equations. Also, the convergence analysis of this numerical approach has been discussed. In the end, examples are given to test the accuracy and the implementation of the method. The results are compared with the results obtained by other methods to verify that this method is accurate and efficient.
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