Fuyao Ren

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Person:202953

Available identifiers

zbMath Open ren.fuyaoMaRDI QIDQ202953

List of research outcomes





PublicationDate of PublicationType
Correlated continuous time random walk and option pricing2018-11-13Paper
Correlated continuous time random walk with time averaged waiting time2018-09-20Paper
Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields2018-09-20Paper
Heterogeneous memorized continuous time random walks in an external force fields2014-12-03Paper
Fractional Fokker-Planck equation with space and time dependent drift and diffusion2013-02-25Paper
Fractional Fokker-Planck equation and Black-Scholes formula in composite-diffusive regime2012-03-02Paper
Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1]\)2010-06-25Paper
Solutions for multidimensional fractional anomalous diffusion equations2009-01-23Paper
Solutions for a time-fractional diffusion equation with absorption: influence of different diffusion coefficients and external forces2008-02-21Paper
Stretched Gaussian asymptotic behavior for fractional Giona-Roman equation on biased heterogeneous fractal structure in external force fields2006-08-14Paper
On some generalization of fractional Brownian motions2006-08-04Paper
Answer to an open problem proposed by R Metzler and J Klafter2006-05-22Paper
Universality of stretched Gaussian asymptotic diffusion behavior on biased heterogeneous fractal structure in external force fields2005-05-04Paper
Answer to an open problem proposed by E Barkai and J Klafter2005-03-30Paper
Option pricing of a mixed fractional-fractional version of the Black-Scholes model2005-03-08Paper
Stretched Gaussian asymptotic behavior for fractional Fokker-Planck equation on fractal structure in external force fields2004-08-19Paper
Fractional diffusion equations involving external forces in the higher dimensional case2004-08-19Paper
Universality of stretched Gaussian asymptotic behaviour for the fractional Fokker–Planck equation in external force fields2004-06-10Paper
Integrals and derivatives on net fractals.2004-01-14Paper
A fractional version of the Merton model.2004-01-14Paper
Whitening filter and innovations representation of self-similar process.2004-01-14Paper
Fractional Fokker-Planck equation on heterogeneous fractal structures in external force fields and its solutions2003-07-27Paper
Option pricing of fractional version of the Black-Scholes model with Hurst exponent \(H\) being in \((\frac{1}{3},\frac{1}{2})\).2003-04-28Paper
A proof for French's empirical formula on option pricing.2002-06-13Paper
Determination of diffusion kernel on fractals2002-06-11Paper
Julia sets of the random iteration systems and its subsystems2002-02-18Paper
An invariant measure for the dynamical system formed by a set of rational functions2002-01-28Paper
A dynamical system formed by a set of rational functions2002-01-28Paper
Determination of memory function and flux on fractals2001-09-25Paper
https://portal.mardi4nfdi.de/entity/Q45213592001-07-26Paper
Self-similar measures on the Julia sets2001-06-21Paper
https://portal.mardi4nfdi.de/entity/Q49521252001-02-21Paper
Measures and their dimension spectrums for cookie-cutter sets in \(\mathbb{R}^d\)2001-02-04Paper
Noise and chaotic disturbance on self-similar sets2000-07-19Paper
https://portal.mardi4nfdi.de/entity/Q44880152000-06-25Paper
Fractional integral associated to generalized cookie-cutter set and its physical interpretation2000-04-13Paper
Fine approximation of flux and fractional integrals on a (infinite) self-similar set or generalized self-similar set2000-04-09Paper
Fractional integral associated to the self-similar set or the generalized self-similar set and its physical interpretation2000-03-07Paper
https://portal.mardi4nfdi.de/entity/Q42487042000-01-25Paper
https://portal.mardi4nfdi.de/entity/Q42524961999-12-13Paper
Hausdorff dimensions of random net fractals1999-11-18Paper
https://portal.mardi4nfdi.de/entity/Q42412011999-09-07Paper
https://portal.mardi4nfdi.de/entity/Q43886531999-07-12Paper
https://portal.mardi4nfdi.de/entity/Q42487231999-06-10Paper
https://portal.mardi4nfdi.de/entity/Q42325951999-04-27Paper
https://portal.mardi4nfdi.de/entity/Q42185731999-03-09Paper
https://portal.mardi4nfdi.de/entity/Q43845881998-12-02Paper
The study of the Fourier series of functions defined on Moran fractals1998-10-01Paper
https://portal.mardi4nfdi.de/entity/Q43886521998-08-04Paper
On interior points of the Julia set \(J(R)\) for random dynamical system \(R\)1998-08-02Paper
https://portal.mardi4nfdi.de/entity/Q31240981998-07-03Paper
https://portal.mardi4nfdi.de/entity/Q43886551998-05-07Paper
Domains of explosion of the dynamic system generated by \(P(\lambda e^z+\mu e^{-z})\)1998-02-04Paper
The Fourier series expansions of functions defined on \(s\)-sets1997-09-18Paper
https://portal.mardi4nfdi.de/entity/Q48703621997-02-24Paper
Fractional integral associated to cookie-cutter set and its physical interpretation1997-01-01Paper
A negative answer to a problem of bergweiler1996-11-26Paper
On Taylor's conjecture about the packing measures of Cartesian product sets1996-05-20Paper
The starlikeness of a certain class of integral operators1996-03-31Paper
Random iteration of holomorphic self-maps over bounded domains in \(C^ N\)1995-11-19Paper
Bounded projections and duality on spaces of holomorphic functions in the unit ball ofℂ n1995-11-16Paper
The Hausdorff dimension and measure of the generalized Moran fractals and Fourier series1995-10-15Paper
https://portal.mardi4nfdi.de/entity/Q48406411995-07-24Paper
On the iterations of entire algebroid functions1995-04-18Paper
https://portal.mardi4nfdi.de/entity/Q43226711995-02-13Paper
https://portal.mardi4nfdi.de/entity/Q43004731994-12-01Paper
\(H^ p\) multipliers on bounded symmetric domains1994-06-15Paper
https://portal.mardi4nfdi.de/entity/Q42906831994-05-05Paper
On the multipliers of \(H^ p\) spaces on bounded symmetric domains1994-02-07Paper
On iterates of holomorphic maps in strongly pseudoconvex domains1994-01-04Paper
The Julia sets of the random iteration of rational functions1993-02-18Paper
https://portal.mardi4nfdi.de/entity/Q40123121992-09-27Paper
Some inequalities on quasi-subordinate functions1991-01-01Paper
On a Class of p‐ Valently α‐Convex Functions1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34902361989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34693461989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42043681989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34693271989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30340131988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42043901988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37882531988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38224431988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38297901988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37660371987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30265631987-01-01Paper
Stronger distortion theorems of univalent functions and its applications1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33242011982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47401381982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37017001981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37017011981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39632851981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37017021980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39632961980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55909351967-01-01Paper

Research outcomes over time

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