Semnan University International Journal of Nonlinear Analysis and Applications 2008-6822 13 1 2022 03 01 Change of measure in fractional stochastic differential equation 3475 3478 6110 10.22075/ijnaa.2022.6110 EN M.F. Al-Saadony Universirty of Al-Qadisiyah, Iraq Bahr Kadhim Mohammed Universirty of Al-Qadisiyah, Iraq Hameedah Naeem Melik {Universirty of Al-Qadisiyah, Iraq Journal Article 2021 09 10 Change of measure is a very well known common criterion in both the probability rules and applications. The change of measure is a transformation from actual measure to equivalent measure. We will employ the change of measure in Fractional Stochastic Differential Equations (FSDE), which is a general form of Stochastic Differential Equation (SDE). We will implement our method to some important examples, like, Fractional Brownian Motion (FBM) and Fractional Levy process (FL). Change of measure Stochastic Differential Equations Fractional stochastic differential equations Fractional Brownian motion Fractional Levy process https://ijnaa.semnan.ac.ir/article_6110_722734b293484d753dc926723da33ab7.pdf