Stochastic models for fractional calculus
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Fractional derivatives and integrals (26A33) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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Cited in
(only showing first 100 items - show all)- Distributions in the physical and engineering sciences. Volume 3. Random and anomalous fractional dynamics in continuous media
- A heat equation with memory: large-time behavior
- Spectral analysis of fractional hyperbolic diffusion equations with random data
- Fractional immigration-death processes
- A preconditioned fast finite element approximation to variable-order time-fractional diffusion equations in multiple space dimensions
- Monte Carlo estimation of the solution of fractional partial differential equations
- The unique identification of variable-order fractional wave equations
- Time-non-local Pearson diffusions
- A series representation of the discrete fractional Laplace operator of arbitrary order
- On the transient behaviour of fractional \(M/M/\infty\) queues
- Time fractional stochastic differential equations driven by pure jump Lévy noise
- Approximation of an optimal control problem for the time-fractional Fokker-Planck equation
- On discrete time Prabhakar-generalized fractional Poisson processes and related stochastic dynamics
- Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition
- Coefficient inverse problem for variable order time-fractional diffusion equations from distributed data
- Fractional integrable and related discrete nonlinear Schrödinger equations
- Transient numerical approximation of hyperbolic diffusions and beyond
- Analysis of asymptotic behavior of the Caputo-Fabrizio time-fractional diffusion equation
- Fractional boundary value problems
- Monte Carlo method for fractional-order differentiation
- Fractional Schrödinger equation for heterogeneous media and Lévy like distributions
- Analysis of Caputo fractional-order model for COVID-19 with lockdown
- Well-posedness of fractional differential equations with variable-order Caputo-Fabrizio derivative
- Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise
- Some properties of space-time fractional stochastic partial differential equations with Lévy noise
- A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition
- Discretization and analysis of an optimal control of a variable-order time-fractional diffusion equation with pointwise constraints
- A sojourn-based approach to semi-Markov reinforcement learning
- Percolation and connection times in multi-scale dynamic networks
- Pell collocation method for solving the nonlinear time-fractional partial integro-differential equation with a weakly singular kernel
- On the fractional Kelvin-Voigt oscillator
- Mass-conserving tempered fractional diffusion in a bounded interval
- A modified time-fractional diffusion equation and its finite difference method: regularity and error analysis
- Analysis of a nonlinear variable-order fractional stochastic differential equation
- A variably distributed-order time-fractional diffusion equation: analysis and approximation
- An energy-based coupling approach to nonlocal interface problems
- Analysis of a physically-relevant variable-order time-fractional reaction-diffusion model with Mittag-Leffler kernel
- What is the fractional Laplacian? A comparative review with new results
- Fast upwind and Eulerian-Lagrangian control volume schemes for time-dependent directional space-fractional advection-dispersion equations
- A fast collocation approximation to a two-sided variable-order space-fractional diffusion equation and its analysis
- An implicit difference scheme for time-fractional diffusion equations with a time-invariant type variable order
- On a fractional queueing model with catastrophes
- Analysis and discretization of a variable-order fractional wave equation
- Statistical aspects of the fractional stochastic calculus
- A time-fractional diffusion equation with space-time dependent hidden-memory variable order: analysis and approximation
- Analysis and discretization for an optimal control problem of a variable-coefficient Riesz-fractional diffusion equation with pointwise control constraints
- Novel and accurate Gegenbauer spectral tau algorithms for distributed order nonlinear time-fractional telegraph models in multi-dimensions
- On Deterministic Fractional Models
- Wellposedness and regularity of a variable-order space-time fractional diffusion equation
- scientific article; zbMATH DE number 1341830 (Why is no real title available?)
- A hidden-memory variable-order time-fractional optimal control model: analysis and approximation
- Global dynamics for a class of reaction-diffusion multigroup SIR epidemic models with time fractional-order derivatives
- A Petrov-Galerkin spectral method for fractional convection-diffusion equations with two-sided fractional derivative
- Research on iterative method for discrete linear algebraic equations from fractional diffusion equations
- Some direct and inverse source problems in nonlinear evolutionary PDEs with Volterra operators
- scientific article; zbMATH DE number 7633974 (Why is no real title available?)
- Variable-order space-fractional diffusion equations and a variable-order modification of constant-order fractional problems
- An accurate approach based on modified hat functions for solving a system of fractional stochastic integro-differential equations
- Analysis and numerical approximation for a nonlinear hidden-memory variable-order fractional stochastic differential equation
- Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option
- First passage times for some classes of fractional time-changed diffusions
- A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional
- Analysis of a multi-term variable-order time-fractional diffusion equation and its Galerkin finite element approximation
- On the convergence to local limit of nonlocal models with approximated interaction neighborhoods
- Nonlinear dynamics of continuous-time random walks in inhomogeneous medium
- An error estimate of a numerical approximation to a hidden-memory variable-order space-time fractional diffusion equation
- An optimal-order numerical approximation to variable-order space-fractional diffusion equations on uniform or graded meshes
- Stochastic calculus for fractional Lévy processes
- Distribution and pressure of active Lévy swimmers under confinement
- Stochastic models for fractional calculus
- Stochastic fractional-order differential models with fractal boundary conditions
- A Meyer-Itô formula for stable processes via fractional calculus
- On fractional semidiscrete Dirac operators of Lévy–Leblond type
- Preconditioning technique based on sine transformation for nonlocal Helmholtz equations with fractional Laplacian
- Recurrence of the random process governed with the fractional Laplacian and the Caputo time derivative
- Analysis and Simulation of Optimal Control for a Two-Time-Scale Fractional Advection-Diffusion-Reaction Equation with Space-Time-Dependent Order and Coefficients
- Solution processes for second-order linear fractional differential equations with random inhomogeneous parts
- Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
- Error Estimates of Finite Difference Methods for the Fractional Poisson Equation with Extended Nonhomogeneous Boundary Conditions
- On fractional spherically restricted hyperbolic diffusion random field
- Novel results of Milne-type inequalities involving tempered fractional integrals
- Improved Gegenbauer spectral tau algorithms for distributed-order time-fractional telegraph models in multi-dimensions
- Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion
- Calibrating fractional Vasicek model
- Weak solutions for stochastic differential equations with additive fractional noise
- Fast High-Order Compact Finite Difference Methods Based on the Averaged L1 Formula for a Time-Fractional Mobile-Immobile Diffusion Problem
- New theories and applications of tempered fractional differential equations
- Analysis of a nonlocal diffusion model with a weakly singular kernel
- A distributed-order fractional stochastic differential equation driven by Lévy noise: existence, uniqueness, and a fast EM scheme
- The challenge of non-Markovian energy balance models in climate
- Tempered fractional Sobolev spaces
- A microlocal analysis of the Lévy generator with conjugate points
- Parameters estimation for a new anomalous thermal diffusion model in layered media
- A divide-and-conquer fast finite difference method for space-time fractional partial differential equation
- Bernstein fractional derivatives: censoring and stochastic processes
- Sampling inverse subordinators and subdiffusions
- The stochastic heat equation with fractional time and fractional time-space white noise
- Stretched non-local Pearson diffusions
- Combining conformable operator with Elzaki Adomian decomposition and reduced differential transform for time-fractional diffusion equations
- On new versions of Milne-type inequalities based on tempered fractional integrals
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