Fuyao Ren

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Correlated continuous time random walk and option pricing
Physica A
2018-11-13Paper
Correlated continuous time random walk with time averaged waiting time
Physica A
2018-09-20Paper
Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields
Physica A
2018-09-20Paper
Heterogeneous memorized continuous time random walks in an external force fields
Journal of Statistical Physics
2014-12-03Paper
Fractional Fokker-Planck equation with space and time dependent drift and diffusion
Journal of Statistical Physics
2013-02-25Paper
Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime
Journal of Statistical Physics
2012-03-02Paper
Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1\)]
Applied Mathematics Letters
2010-06-25Paper
Solutions for multidimensional fractional anomalous diffusion equations
Journal of Mathematical Physics
2009-01-23Paper
Solutions for a time-fractional diffusion equation with absorption: influence of different diffusion coefficients and external forces
Journal of Physics A: Mathematical and Theoretical
2008-02-21Paper
Stretched Gaussian asymptotic behavior for fractional Giona-Roman equation on biased heterogeneous fractal structure in external force fields
Nonlinear Dynamics
2006-08-14Paper
On some generalization of fractional Brownian motions
Chaos, Solitons and Fractals
2006-08-04Paper
Answer to an open problem proposed by R Metzler and J Klafter
Journal of Physics A: Mathematical and General
2006-05-22Paper
Universality of stretched Gaussian asymptotic diffusion behavior on biased heterogeneous fractal structure in external force fields
Chaos, Solitons and Fractals
2005-05-04Paper
Answer to an open problem proposed by E Barkai and J Klafter
Journal of Physics A: Mathematical and General
2005-03-30Paper
Option pricing of a mixed fractional-fractional version of the Black-Scholes model
Chaos, Solitons and Fractals
2005-03-08Paper
Stretched Gaussian asymptotic behavior for fractional Fokker-Planck equation on fractal structure in external force fields
Chaos, Solitons and Fractals
2004-08-19Paper
Fractional diffusion equations involving external forces in the higher dimensional case
Chaos, Solitons and Fractals
2004-08-19Paper
Universality of stretched Gaussian asymptotic behaviour for the fractional Fokker–Planck equation in external force fields
Journal of Physics A: Mathematical and General
2004-06-10Paper
Integrals and derivatives on net fractals.
Chaos, Solitons and Fractals
2004-01-14Paper
A fractional version of the Merton model.
Chaos, Solitons and Fractals
2004-01-14Paper
Whitening filter and innovations representation of self-similar process.
Chaos, Solitons and Fractals
2004-01-14Paper
Fractional Fokker-Planck equation on heterogeneous fractal structures in external force fields and its solutions
Physica A
2003-07-27Paper
Option pricing of fractional version of the Black-Scholes model with Hurst exponent \(H\) being in \((\frac{1}{3},\frac{1}{2})\).
Chaos, Solitons and Fractals
2003-04-28Paper
A proof for French's empirical formula on option pricing.
Chaos, Solitons and Fractals
2002-06-13Paper
Determination of diffusion kernel on fractals
Journal of Physics A: Mathematical and General
2002-06-11Paper
Julia sets of the random iteration systems and its subsystems
Chinese Science Bulletin
2002-02-18Paper
An invariant measure for the dynamical system formed by a set of rational functions
 
2002-01-28Paper
A dynamical system formed by a set of rational functions
 
2002-01-28Paper
Determination of memory function and flux on fractals
Physics Letters. A
2001-09-25Paper
scientific article; zbMATH DE number 1545444 (Why is no real title available?)
 
2001-07-26Paper
Self-similar measures on the Julia sets
Progress in Natural Science
2001-06-21Paper
scientific article; zbMATH DE number 1443153 (Why is no real title available?)
 
2001-02-21Paper
Measures and their dimension spectrums for cookie-cutter sets in \(\mathbb{R}^d\)
Acta Mathematicae Applicatae Sinica. English Series
2001-02-04Paper
Noise and chaotic disturbance on self-similar sets
Southeast Asian Bulletin of Mathematics
2000-07-19Paper
scientific article; zbMATH DE number 1464633 (Why is no real title available?)
 
2000-06-25Paper
Fractional integral associated to generalized cookie-cutter set and its physical interpretation
Journal of Physics A: Mathematical and General
2000-04-13Paper
Fine approximation of flux and fractional integrals on a (infinite) self-similar set or generalized self-similar set
Southeast Asian Bulletin of Mathematics
2000-04-09Paper
Fractional integral associated to the self-similar set or the generalized self-similar set and its physical interpretation
Physics Letters. A
2000-03-07Paper
scientific article; zbMATH DE number 1300166 (Why is no real title available?)
 
2000-01-25Paper
scientific article; zbMATH DE number 1305602 (Why is no real title available?)
 
1999-12-13Paper
Hausdorff dimensions of random net fractals
Stochastic Processes and their Applications
1999-11-18Paper
scientific article; zbMATH DE number 1282264 (Why is no real title available?)
 
1999-09-07Paper
scientific article; zbMATH DE number 1150414 (Why is no real title available?)
 
1999-07-12Paper
scientific article; zbMATH DE number 1300182 (Why is no real title available?)
 
1999-06-10Paper
scientific article; zbMATH DE number 1262618 (Why is no real title available?)
 
1999-04-27Paper
scientific article; zbMATH DE number 1223058 (Why is no real title available?)
 
1999-03-09Paper
scientific article; zbMATH DE number 1145295 (Why is no real title available?)
 
1998-12-02Paper
The study of the Fourier series of functions defined on Moran fractals
Acta Mathematicae Applicatae Sinica. English Series
1998-10-01Paper
scientific article; zbMATH DE number 1150413 (Why is no real title available?)
 
1998-08-04Paper
On interior points of the Julia set \(J(R)\) for random dynamical system \(R\)
Chinese Annals of Mathematics. Series B
1998-08-02Paper
scientific article; zbMATH DE number 989698 (Why is no real title available?)
 
1998-07-03Paper
scientific article; zbMATH DE number 1150416 (Why is no real title available?)
 
1998-05-07Paper
Domains of explosion of the dynamic system generated by \(P(\lambda e^z+\mu e^{-z})\)
Southeast Asian Bulletin of Mathematics
1998-02-04Paper
The Fourier series expansions of functions defined on \(s\)-sets
Chinese Annals of Mathematics. Series B
1997-09-18Paper
scientific article; zbMATH DE number 857615 (Why is no real title available?)
 
1997-02-24Paper
Fractional integral associated to cookie-cutter set and its physical interpretation
Progress in Natural Science
1997-01-01Paper
A negative answer to a problem of bergweiler
Complex Variables, Theory and Application: An International Journal
1996-11-26Paper
On Taylor's conjecture about the packing measures of Cartesian product sets
Chinese Annals of Mathematics. Series B
1996-05-20Paper
The starlikeness of a certain class of integral operators
Complex Variables, Theory and Application: An International Journal
1996-03-31Paper
Random iteration of holomorphic self-maps over bounded domains in \(C^ N\)
Chinese Annals of Mathematics. Series B
1995-11-19Paper
Bounded projections and duality on spaces of holomorphic functions in the unit ball ofℂ n
Acta Mathematica Sinica, English Series
1995-11-16Paper
The Hausdorff dimension and measure of the generalized Moran fractals and Fourier series
Chinese Annals of Mathematics. Series B
1995-10-15Paper
scientific article; zbMATH DE number 778190 (Why is no real title available?)
 
1995-07-24Paper
On the iterations of entire algebroid functions
Science in China. Series A
1995-04-18Paper
scientific article; zbMATH DE number 721715 (Why is no real title available?)
 
1995-02-13Paper
scientific article; zbMATH DE number 613292 (Why is no real title available?)
 
1994-12-01Paper
\(H^ p\) multipliers on bounded symmetric domains
Science in China. Series A
1994-06-15Paper
scientific article; zbMATH DE number 562758 (Why is no real title available?)
 
1994-05-05Paper
On the multipliers of \(H^ p\) spaces on bounded symmetric domains
Chinese Science Bulletin
1994-02-07Paper
On iterates of holomorphic maps in strongly pseudoconvex domains
Chinese Science Bulletin
1994-01-04Paper
The Julia sets of the random iteration of rational functions
Chinese Science Bulletin
1993-02-18Paper
scientific article; zbMATH DE number 67566 (Why is no real title available?)
 
1992-09-27Paper
Some inequalities on quasi-subordinate functions
Bulletin of the Australian Mathematical Society
1991-01-01Paper
On a Class of p‐ Valently α‐Convex Functions
Mathematische Nachrichten
1990-01-01Paper
scientific article; zbMATH DE number 4163214 (Why is no real title available?)
 
1989-01-01Paper
scientific article; zbMATH DE number 4136305 (Why is no real title available?)
 
1989-01-01Paper
scientific article; zbMATH DE number 4124035 (Why is no real title available?)
 
1989-01-01Paper
scientific article; zbMATH DE number 4136279 (Why is no real title available?)
 
1989-01-01Paper
scientific article; zbMATH DE number 4132509 (Why is no real title available?)
 
1988-01-01Paper
scientific article; zbMATH DE number 4124057 (Why is no real title available?)
 
1988-01-01Paper
scientific article; zbMATH DE number 4051958 (Why is no real title available?)
 
1988-01-01Paper
scientific article; zbMATH DE number 4095829 (Why is no real title available?)
 
1988-01-01Paper
scientific article; zbMATH DE number 4105313 (Why is no real title available?)
 
1988-01-01Paper
scientific article; zbMATH DE number 4023660 (Why is no real title available?)
 
1987-01-01Paper
scientific article; zbMATH DE number 4014280 (Why is no real title available?)
 
1987-01-01Paper
Stronger distortion theorems of univalent functions and its applications
Chinese Annals of Mathematics. Series B
1983-01-01Paper
scientific article; zbMATH DE number 3855437 (Why is no real title available?)
 
1982-01-01Paper
scientific article; zbMATH DE number 3794403 (Why is no real title available?)
 
1982-01-01Paper
scientific article; zbMATH DE number 3927294 (Why is no real title available?)
 
1981-01-01Paper
scientific article; zbMATH DE number 3927295 (Why is no real title available?)
 
1981-01-01Paper
scientific article; zbMATH DE number 3785254 (Why is no real title available?)
 
1981-01-01Paper
scientific article; zbMATH DE number 3927296 (Why is no real title available?)
 
1980-01-01Paper
scientific article; zbMATH DE number 3785271 (Why is no real title available?)
 
1980-01-01Paper
scientific article; zbMATH DE number 3310250 (Why is no real title available?)
 
1967-01-01Paper


Research outcomes over time


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