Pages that link to "Item:Q713467"
From MaRDI portal
The following pages link to Fractional stochastic differential equations with applications to finance (Q713467):
Displayed 13 items.
- Fractional randomness (Q1619960) (← links)
- An efficient approach based on radial basis functions for solving stochastic fractional differential equations (Q1704476) (← links)
- Numerical simulation of fractional-order dynamical systems in noisy environments (Q1715699) (← links)
- Existence and characterization of solutions of nonlinear Volterra-Stieltjes integral equations in two variables (Q1724544) (← links)
- Classical and nonclassical Lie symmetry analysis to a class of nonlinear time-fractional differential equations (Q1742025) (← links)
- Solvability of a nonlinear Volterra-Stieltjes integral equation in the class of bounded and continuous functions of two variables (Q1742904) (← links)
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
- Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials (Q2287810) (← links)
- Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations (Q2423690) (← links)
- Some Compactness Criteria for Weak Solutions of Time Fractional PDEs (Q3174824) (← links)
- Analysis of fractional order differential coupled systems (Q3467121) (← links)
- A derivative concept with respect to an arbitrary kernel and applications to fractional calculus (Q4626737) (← links)
- A New Generalized Gronwall Inequality with a Double Singularity and Its Applications to Fractional Stochastic Differential Equations (Q5240649) (← links)