Fractional randomness (Q1619960): Difference between revisions

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+https://doi.org/10.1016/j.physa.2016.05.053
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+W4234074370
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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+Long memory processes and fractional integration in econometrics
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Fractional Brownian Motions, Fractional Noises and Applications
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+On the range of Brownian motion and its inverse process
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+Run length statistics and the Hurst exponent in random and birth-death random walks.
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+Range reliability in random walks
@@ Property / cites work: Range reliability in random walks / rank @@
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+A class of fractional stochastic differential equations
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+Fractional geometric mean-reversion processes
@@ Property / cites work: Fractional geometric mean-reversion processes / rank @@
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+Fractional stochastic differential equations with applications to finance
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+The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
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+Fractional Poisson process
@@ Property / cites work: Fractional Poisson process / rank @@
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+Computational Methods in the Fractional Calculus of Variations
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+EXACT SOLUTIONS FOR A CLASS OF FRACTAL TIME RANDOM WALKS
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+Q2735592
@@ Property / cites work: Q2735592 / rank @@
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+Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
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+The space-fractional Poisson process
@@ Property / cites work: The space-fractional Poisson process / rank @@
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+Q3141902
@@ Property / cites work: Q3141902 / rank @@
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+Q3729765
@@ Property / cites work: Q3729765 / rank @@
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+Q4407596
@@ Property / cites work: Q4407596 / rank @@
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+On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)
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+On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion
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+Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results
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+New stochastic fractional models for Malthusian growth, the Poissonian birth process and optimal management of populations
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+Table of some basic fractional calculus formulae derived from a modified Riemann-Liouville derivative for non-differentiable functions
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+Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\)
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+Q3992980
@@ Property / cites work: Q3992980 / rank @@
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+Publication:1619960