scientific article
From MaRDI portal
Publication:2825434
zbMath1381.60001MaRDI QIDQ2825434
Frank J. Fabozzi, Hasan Fallahgoul, Sergio M. Focardi
Publication date: 7 October 2016
Full work available at URL: http://www.sciencedirect.com/science/book/9780128042489
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fractional processes, including fractional Brownian motion (60G22) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Fractional derivatives and integrals (26A33) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional partial differential equations (35R11)
Related Items (45)
A practical numerical approach to solve a fractional Lotka-Volterra population model with non-singular and singular kernels ⋮ Extremal solutions of \(\varphi\)-Caputo fractional evolution equations involving integral kernels ⋮ On a nonlinear mixed-order coupled fractional differential system with new integral boundary conditions ⋮ Applications of Lyapunov functions to Caputo fractional differential equations ⋮ On a coupled system of higher order nonlinear Caputo fractional differential equations with coupled Riemann-Stieltjes type integro-multipoint boundary conditions ⋮ Existence results for nonlinear fractional-order multi-term integro-multipoint boundary value problems ⋮ Mild solution to hybrid fractional differential equations with state-dependent nonlocal conditions ⋮ Pell collocation method for solving the nonlinear time-fractional partial integro-differential equation with a weakly singular kernel ⋮ Historical survey: the chronicles of fractional calculus ⋮ A study of a nonlinear coupled system of three fractional differential equations with nonlocal coupled boundary conditions ⋮ Some new generalized result of Gronwall-Bellman-Bihari type inequality with some singularity ⋮ A new compact alternating direction implicit method for solving two dimensional time fractional diffusion equation with Caputo-Fabrizio derivative ⋮ Controlled Picard's transform technique for solving a type of time fractional Navier-Stokes equation resulting from incompressible fluid flow ⋮ Existence results for a coupled system of Caputo type fractional integro-differential equations with multi-point and sub-strip boundary conditions ⋮ On a nonlinear system of Riemann-Liouville fractional differential equations with semi-coupled integro-multipoint boundary conditions ⋮ Some new Gronwall-Bellman-Bihari type integral inequality associated with \(\psi\)-Hilfer fractional derivative ⋮ Existence analysis on a coupled multiorder system of FBVPs involving integro-differential conditions ⋮ Existence of solutions for a coupled system of nonlinear implicit differential equations involving \(\varrho\)-fractional derivative with anti periodic boundary conditions ⋮ A study of a nonlinear Riemann-Liouville coupled integro-differential system with coupled nonlocal fractional integro-multipoint boundary conditions ⋮ A system of high-order fractional differential equations with integral boundary conditions ⋮ Solvability for a higher order implicit fractional multi-point boundary value problems at resonance ⋮ Uniqueness of solutions for a \(\psi\)-Hilfer fractional integral boundary value problem with the \(p\)-Laplacian operator ⋮ Fractional processes and their statistical inference: an overview ⋮ A generalized stochastic process: fractional \(G\)-Brownian motion ⋮ Pricing Options Under Time-Fractional Model Using Adomian Decomposition ⋮ Some new Gamidov type integral inequalities associated with \(\psi \)-fractional operators ⋮ Fractional calculus via Laplace transform and its application in relaxation processes ⋮ Self-organization with memory ⋮ The mean value theorem and Taylor's theorem for fractional derivatives with Mittag-Leffler kernel ⋮ A numerical method for fractional Schrödinger equation of Lennard-Jones potential ⋮ On a nonlocal integral boundary value problem of nonlinear Langevin equation with different fractional orders ⋮ New multiple positive solutions for Hadamard-type fractional differential equations with nonlocal conditions on an infinite interval ⋮ Unnamed Item ⋮ Qualitative analysis of tripled system of fractional Langevin equations with cyclic anti-periodic boundary conditions ⋮ Existence of mild solutions to semilinear fractional differential inclusion with deviated advanced nonlocal conditions ⋮ A study of a more general class of nonlocal integro-multipoint boundary-value problems for fractional integrodifferential inclusions ⋮ Existence results for coupled nonlinear fractional differential equations of different orders with nonlocal coupled boundary conditions ⋮ Optimal control for cooperative systems involving fractional Laplace operators ⋮ Unnamed Item ⋮ Phillips model with exponentially distributed lag and power-law memory ⋮ Distributed control for time-fractional differential system involving Schrödinger operator ⋮ On representation and interpretation of fractional calculus and fractional order systems ⋮ Generalized Liouville-Caputo fractional differential equations and inclusions with nonlocal generalized fractional integral and multipoint boundary conditions ⋮ On Riemann-Stieltjes integral boundary value problems of Caputo-Riemann-Liouville type fractional integro-differential equations ⋮ Ulam stability for nonlinear-Langevin fractional differential equations involving two fractional orders in the ψ-Caputo sense
Uses Software
This page was built for publication:
