Theories of tempered fractional calculus applied to tempered fractional Langevin and Vasicek equations
DOI10.1002/MMA.9003zbMath1529.35558OpenAlexW4316341603MaRDI QIDQ6139266
Nazek Ahmad Obeidat, Mahmoud S. Rawashdeh
Publication date: 18 December 2023
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.9003
tempered fractional calculusfractional Langevin equationnatural transformCaputo tempered derivativetempered diffusion equationVasicek equation
Probabilistic models, generic numerical methods in probability and statistics (65C20) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Brownian motion (60J65) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30) Fractional partial differential equations (35R11)
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