On the representation of fractional Brownian motion as an integral with respect to (dt)^a
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- ON FRACTIONAL INTEGRALS AND DERIVATIVES
- Stochastic analysis of the fractional Brownian motion
- Stochastic differential equations with fractional Brownian motion input
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(90)- Fractional Brownian motion: difference iterative forecasting models
- An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
- Optimal index and averaging principle for Itô-Doob stochastic fractional differential equations
- Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise
- Ulam–Hyers stability of fractional Itô–Doob stochastic differential equations
- Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise
- Modified homotopy perturbation method and approximate solutions to a class of local fractional integrodifferential equations
- Fractional Lévy stable motion: finite difference iterative forecasting model
- Two novel approaches to capture the maximum power from variable speed wind turbines using optimal fractional high-order fast terminal sliding mode control
- Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion
- On existence and continuity results of solution for multi-time scale fractional stochastic differential equation
- The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects
- Existence, uniqueness, and averaging principle for Hadamard Itô–Doob stochastic delay fractional integral equations
- The arbitrary-order fractional hyperbolic nonlinear scalar conservation law
- Local fractional Laplace homotopy analysis method for solving non-differentiable wave equations on Cantor sets
- Order estimation for a fractional Brownian motion model of glucose control
- Note on extended hypergeometric function
- Hadamard Itô-Doob stochastic fractional order systems
- Numerical solutions of coupled nonlinear fractional KdV equations using He’s fractional calculus
- A new approach for the generalized fractional Casson fluid model with Newtonian heating described by the modified Riemann–Liouville fractional operator
- Impulsive stochastic fractional differential equations driven by fractional Brownian motion
- scientific article; zbMATH DE number 5195320 (Why is no real title available?)
- Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models
- Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion
- A generalized local fractional LWR model of vehicular traffic flow and its solution
- Fractional variational calculus for nondifferentiable functions
- Lagrange characteristic method for solving a class of nonlinear partial differential equations of fractional order
- Application of the Local Fractional Fourier Series to Fractal Signals
- Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations
- Solving a system of fractional partial differential equations arising in the model of HIV infection of \(\mathrm{CD4}^{+}\) cells and attractor one-dimensional Keller-Segel equations
- Subjective observation via informational invariance results in creation of fractals and self‐similar processes of fractional order
- Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process
- Nonlinear fractional Jaulent-Miodek and Whitham-Broer-Kaup equations within Sumudu transform
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- An \(S\)-transform approach to integration with respect to a fractional Brownian motion
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- Cauchy's integral formula via the modified Riemann-Liouville derivative for analytic functions of fractional order
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- Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics
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- Counterexamples on Jumarie's three basic fractional calculus formulae for non-differentiable continuous functions
- Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\)
- The stability of the positive solution for a fractional SIR model
- Riemann-Christoffel tensor in differential geometry of fractional order application to fractal space-time
- Thermo-poromechanics of fractal media
- Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results
- Derivation of an amplitude of information in the setting of a new family of fractional entropies
- Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy
- The first integral method for Wu-Zhang system with conformable time-fractional derivative
- Local fractional homotopy analysis method for solving non-differentiable problems on Cantor sets
- Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio
- Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise
- Variational methods for a fractional Dirichlet problem involving Jumarie's derivative
- New stochastic fractional models for Malthusian growth, the Poissonian birth process and optimal management of populations
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- The time-fractional coupled-Korteweg-de-Vries equations
- On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion
- On fractional differential inclusions with the Jumarie derivative
- A general iteration formula of VIM for fractional heat- and wave-like equations
- On the fractional solution of the equation \(f(x+y)=f(x)f(y)\) and its application to fractional Laplace's transform
- Wave propagation in heterogeneous media with local and nonlocal material behavior
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications
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- An approach to differential geometry of fractional order via modified Riemann-Liouville derivative
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