Pages that link to "Item:Q2484692"

The following pages link to On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion (Q2484692):

Displaying 49 items.

• On the nonlinear perturbation \(K(n, m)\) Rosenau-Hyman equation: a model of nonlinear scattering wave (Q277730) (← links)
• On group invariant solutions of fractional order Burgers-Poisson equation (Q278459) (← links)
• On the solutions of nonlinear fractional Klein-Gordon equation with modified Riemann-Liouville derivative (Q279660) (← links)
• A note on fractional order derivatives and table of fractional derivatives of some special functions (Q369852) (← links)
• A generalized version of a low velocity impact between a rigid sphere and a transversely isotropic strain-hardening plate supported by a rigid substrate using the concept of noninteger derivatives (Q370118) (← links)
• On the solutions fractional Riccati differential equation with modified Riemann-Liouville derivative (Q446336) (← links)
• Stochastic averaging principle for dynamical systems with fractional Brownian motion (Q478249) (← links)
• Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions (Q600609) (← links)
• The Minkowski's space-time is consistent with differential geometry of fractional order (Q601442) (← links)
• From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series (Q602483) (← links)
• Cauchy's integral formula via the modified Riemann-Liouville derivative for analytic functions of fractional order (Q602830) (← links)
• Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\) (Q621931) (← links)
• Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime (Q664561) (← links)
• Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function (Q874339) (← links)
• Counterexamples on Jumarie's two basic fractional calculus formulae (Q907600) (← links)
• Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363) (← links)
• Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
• Table of some basic fractional calculus formulae derived from a modified Riemann-Liouville derivative for non-differentiable functions (Q1003879) (← links)
• Laplace's transform of fractional order via the Mittag-Leffler function and modified Riemann-Liouville derivative (Q1036809) (← links)
• An approach via fractional analysis to non-linearity induced by coarse-graining in space (Q1049470) (← links)
• Fractional randomness (Q1619960) (← links)
• Counterexamples on Jumarie's three basic fractional calculus formulae for non-differentiable continuous functions (Q1636977) (← links)
• A review of definitions for fractional derivatives and integral (Q1717915) (← links)
• Derivation of an amplitude of information in the setting of a new family of fractional entropies (Q1761619) (← links)
• An approach to differential geometry of fractional order via modified Riemann-Liouville derivative (Q1943200) (← links)
• Continuity and variation analysis of fractional uncertain processes (Q2123689) (← links)
• Implicit fractional differential equation with anti-periodic boundary condition involving Caputo-Katugampola type (Q2129995) (← links)
• Fractional randomness and the Brownian bridge (Q2149284) (← links)
• Extreme values for solution to uncertain fractional differential equation and application to American option pricing model (Q2163743) (← links)
• Lyapunov exponents spectrum estimation of fractional order nonlinear systems using cloned dynamics (Q2174968) (← links)
• Lie symmetry and exact solution of the time-fractional Hirota-Satsuma Korteweg-de Vries system (Q2239356) (← links)
• On the fractional solution of the equation \(f(x+y)=f(x)f(y)\) and its application to fractional Laplace's transform (Q2250182) (← links)
• Fractional order stochastic differential equation with application in European option pricing (Q2321458) (← links)
• Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets (Q2322454) (← links)
• The space-fractional diffusion-advection equation: analytical solutions and critical assessment of numerical solutions (Q2347401) (← links)
• Lagrange characteristic method for solving a class of nonlinear partial differential equations of fractional order (Q2371075) (← links)
• A general iteration formula of VIM for fractional heat- and wave-like equations (Q2375546) (← links)
• Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space (Q2380856) (← links)
• Stochastic fractional differential equations: modeling, method and analysis (Q2393250) (← links)
• Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution (Q2454963) (← links)
• Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions (Q2466563) (← links)
• Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise (Q2470548) (← links)
• Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions (Q2472965) (← links)
• Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results (Q2475907) (← links)
• Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics (Q2497643) (← links)
• A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG) (Q2574323) (← links)
• The stability of the positive solution for a fractional SIR model (Q3181116) (← links)
• Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy (Q4626313) (← links)
• Physical properties of the projectile motion using the conformable derivative (Q6199518) (← links)