Pages that link to "Item:Q1374631"

The following pages link to Alternative micropulses and fractional Brownian motion (Q1374631):

Displaying 26 items.

• Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions (Q600609) (← links)
• From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series (Q602483) (← links)
• Self-similar random fields and rescaled random balls models (Q616269) (← links)
• Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\) (Q621931) (← links)
• Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function (Q874339) (← links)
• Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363) (← links)
• Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
• An approach via fractional analysis to non-linearity induced by coarse-graining in space (Q1049470) (← links)
• Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations (Q1766606) (← links)
• Some long-range dependence processes arising from fluctuations of particle systems (Q1776822) (← links)
• Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
• A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← links)
• A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
• Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space (Q2380856) (← links)
• Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution (Q2454963) (← links)
• Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions (Q2466563) (← links)
• Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results (Q2475907) (← links)
• New stochastic fractional models for Malthusian growth, the Poissonian birth process and optimal management of populations (Q2476706) (← links)
• On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\) (Q2484680) (← links)
• On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion (Q2484692) (← links)
• A Poisson bridge between fractional Brownian motion and stable Lévy motion (Q2490070) (← links)
• Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics (Q2497643) (← links)
• A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG) (Q2574323) (← links)
• Micropulses and Different Types of Brownian Motion (Q3094693) (← links)
• Formal calculus for real‐valued fractional Brownian motions prospects in systems science (Q3627291) (← links)
• Multifractal analysis of sums of random pulses (Q6076960) (← links)