Pages that link to "Item:Q1766606"

The following pages link to Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations (Q1766606):

Displaying 29 items.

• Comparison principle and stability for a class of stochastic fractional differential equations (Q307239) (← links)
• Radial basis functions methods for solving Fokker-Planck equation (Q444817) (← links)
• From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series (Q602483) (← links)
• A fully discrete discontinuous Galerkin method for nonlinear fractional Fokker-Planck equation (Q613806) (← links)
• Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\) (Q621931) (← links)
• Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence (Q817295) (← links)
• Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function (Q874339) (← links)
• An approach via fractional analysis to non-linearity induced by coarse-graining in space (Q1049470) (← links)
• Analytical solution of space-time fractional Fokker-Planck equation by homotopy perturbation Sumudu transform method (Q1666554) (← links)
• Restricted fractional differential transform for solving irrational order fractional differential equations (Q1676820) (← links)
• Fractional complex transforms for fractional differential equations (Q1690865) (← links)
• Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668) (← links)
• Numerical solution of the fractional relaxation-oscillation equation by using reproducing kernel Hilbert space method (Q2114605) (← links)
• Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise (Q2154894) (← links)
• Fractional order stochastic differential equation with application in European option pricing (Q2321458) (← links)
• Lagrange characteristic method for solving a class of nonlinear partial differential equations of fractional order (Q2371075) (← links)
• Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space (Q2380856) (← links)
• Stochastic fractional differential equations: modeling, method and analysis (Q2393250) (← 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)
• Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanics (Q2497643) (← links)
• Solution of fractional differential equations by using differential transform method (Q2519856) (← links)
• A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG) (Q2574323) (← links)
• Numerical approach for solving fractional Fredholm integro-differential equation (Q2855764) (← links)
• Analytic solution to space-fractional Fokker–Planck equations for tempered-stable Lévy distributions with spatially linear, time-dependent drift (Q4603655) (← links)