Pages that link to "Item:Q5287942"

The following pages link to Stochastic differential equations with fractional Brownian motion input (Q5287942):

Displaying 48 items.

• On group invariant solutions of fractional order Burgers-Poisson equation (Q278459) (← links)
• Fractional variational homotopy perturbation iteration method and its application to a fractional diffusion equation (Q371486) (← links)
• On the solutions fractional Riccati differential equation with modified Riemann-Liouville derivative (Q446336) (← links)
• A new fractional analytical approach via a modified Riemann-Liouville derivative (Q452925) (← links)
• Fractional variational iteration method and its application to fractional partial differential equation (Q473794) (← 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)
• 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)
• Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence (Q817295) (← links)
• Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function (Q874339) (← 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)
• Particular solution of linear sequential fractional differential equation with constant coefficients by inverse fractional differential operators (Q1677274) (← links)
• Derivation of an amplitude of information in the setting of a new family of fractional entropies (Q1761619) (← links)
• Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations (Q1766606) (← links)
• An approach to differential geometry of fractional order via modified Riemann-Liouville derivative (Q1943200) (← links)
• Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607) (← links)
• Fractional randomness and the Brownian bridge (Q2149284) (← links)
• Randomness and fractional stable distributions (Q2151705) (← 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)
• 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)
• Analytical studies for linear periodic systems of fractional order (Q2397996) (← links)
• Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (Q2403735) (← 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)
• 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)
• New stochastic fractional models for Malthusian growth, the Poissonian birth process and optimal management of populations (Q2476706) (← links)
• On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\) (Q2484680) (← links)
• On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion (Q2484692) (← 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)
• Stochastic simulation of heavy-particle trajectories in turbulent flows (Q3555823) (← links)
• Formal calculus for real‐valued fractional Brownian motions prospects in systems science (Q3627291) (← links)
• Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy (Q4626313) (← links)
• Analysis of fractionally damped flexible systems via a diffusion equation (Q4697842) (← links)
• Fractional effects on solitons in a 1D array of rectangular ferroelectric nanoparticles (Q5104327) (← links)
• FRACTIONAL TIME SCALE IN CALCIUM ION CHANNELS MODEL (Q5396988) (← links)
• Note on the fractional Mittag-Leffler functions by applying the modified Riemann-Liouville derivatives (Q6189486) (← links)