C. Cattani

In this study, the Atangana–Baleanu fractional derivative in the Caputo type (as a kind of non‐local and non‐singular derivative) is used to define a new class of stochastic fractional integro‐differential equations. A projection method (more precisely, a Galerkin approach) based on the piecewise Chebyshev cardinal functions is developed to solve these stochastic fractional equations. To construct this method, the operational matrices of fractional and stochastic integrals of these basis functions are obtained and used in the established method. By approximating the solution of the problem with a finite expansion of the expressed basis functions (in which the expansion coefficients are unknown), a system of algebraic equations is obtained. By solving this system, the expansion coefficients and subsequently the solution of the original stochastic fractional problem are obtained. The convergence analysis of the proposed method is investigated, theoretically and numerically. The accuracy of the established procedure is illustrated by solving several numerical examples.