| Publication | Date of Publication | Type |
|---|
| Cotorsion dimension of weak crossed products | 2018-10-22 | Paper |
On a time-changed geometric Brownian motion and its application in financial market
Acta Physica Polonica B | 2017-09-27 | Paper |
Equivalence of subordinated processes with tempered \(\alpha\)-stable waiting times and fractional Fokker-Planck equations in space and time dependent fields
Journal of Statistical Physics | 2015-08-10 | Paper |
Fokker-Planck type equations associated with subordinated processes controlled by tempered \(\alpha \)-stable processes
Journal of Statistical Physics | 2013-10-21 | Paper |
Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime
Journal of Statistical Physics | 2012-03-02 | Paper |
Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1\)]
Applied Mathematics Letters | 2010-06-25 | Paper |
| The solutions to a bi-fractional Black-Scholes-Merton differential equation | 2010-06-17 | Paper |
Stretched Gaussian asymptotic behavior for fractional Giona-Roman equation on biased heterogeneous fractal structure in external force fields
Nonlinear Dynamics | 2006-08-14 | Paper |
Answer to an open problem proposed by R Metzler and J Klafter
Journal of Physics A: Mathematical and General | 2006-05-22 | Paper |
Universality of stretched Gaussian asymptotic diffusion behavior on biased heterogeneous fractal structure in external force fields
Chaos, Solitons and Fractals | 2005-05-04 | Paper |
Answer to an open problem proposed by E Barkai and J Klafter
Journal of Physics A: Mathematical and General | 2005-03-30 | Paper |
Random Markov-self-similar measures.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Stretched Gaussian asymptotic behavior for fractional Fokker-Planck equation on fractal structure in external force fields
Chaos, Solitons and Fractals | 2004-08-19 | Paper |
Universality of stretched Gaussian asymptotic behaviour for the fractional Fokker–Planck equation in external force fields
Journal of Physics A: Mathematical and General | 2004-06-10 | Paper |
Integrals and derivatives on net fractals.
Chaos, Solitons and Fractals | 2004-01-14 | Paper |
Fractional Fokker-Planck equation on heterogeneous fractal structures in external force fields and its solutions
Physica A | 2003-07-27 | Paper |
A proof for French's empirical formula on option pricing.
Chaos, Solitons and Fractals | 2002-06-13 | Paper |
Determination of diffusion kernel on fractals
Journal of Physics A: Mathematical and General | 2002-06-11 | Paper |
Determination of memory function and flux on fractals
Physics Letters. A | 2001-09-25 | Paper |
| scientific article; zbMATH DE number 1443153 (Why is no real title available?) | 2001-02-21 | Paper |
Measures and their dimension spectrums for cookie-cutter sets in \(\mathbb{R}^d\)
Acta Mathematicae Applicatae Sinica. English Series | 2001-02-04 | Paper |
scientific article; zbMATH DE number 1305602 (Why is no real title available?)
(available as arXiv preprint) | 1999-12-13 | Paper |
Hausdorff dimensions of random net fractals
Stochastic Processes and their Applications | 1999-11-18 | Paper |
The study of the Fourier series of functions defined on Moran fractals
Acta Mathematicae Applicatae Sinica. English Series | 1998-10-01 | Paper |
The Fourier series expansions of functions defined on \(s\)-sets
Chinese Annals of Mathematics. Series B | 1997-09-18 | Paper |
| scientific article; zbMATH DE number 847197 (Why is no real title available?) | 1997-04-13 | Paper |
| scientific article; zbMATH DE number 851057 (Why is no real title available?) | 1996-03-04 | Paper |
The Hausdorff dimension and measure of the generalized Moran fractals and Fourier series
Chinese Annals of Mathematics. Series B | 1995-10-15 | Paper |
