Found 43 Documents (Results 1–43)
Existence and uniqueness of analytical solution of time-fractional Black-Scholes type equation involving hyper-Bessel operator. (English) Zbl 1471.35317
Third boundary-value problem in the half-strip for the \(B\)-parabolic equation. (English. Russian original) Zbl 1468.35088
Math. Notes 109, No. 2, 292-301 (2021); translation from Mat. Zametki 109, No. 2, 290-301 (2021).
Fractional equations via convergence of forms. (English) Zbl 1476.60106
Reviewer: Erika Hausenblas (Leoben)
Probabilistic representation formula for the solution of fractional high-order heat-type equations. (English) Zbl 1419.35201
The fractional differential model of HIV-1 infection of CD4\(^+\) T-cells with description of the effect of antiviral drug treatment. (English) Zbl 1423.92235
Fast numerical simulation of a new time-space fractional option pricing model governing European call option. (English) Zbl 1429.91346
A semianalytical solution of the fractional derivative model and its application in financial market. (English) Zbl 1398.91615
The second boundary-value problem in a half-strip for a parabolic-type equation with Bessel operator and Riemann-Liouville partial derivative. (English. Russian original) Zbl 1516.35464
Math. Notes 103, No. 3, 474-482 (2018); translation from Mat. Zametki 103, No. 3, 460-470 (2018).
General fractional differential equations of order \(\alpha \in (1,2)\) and type \(\beta \in [0,1]\) in Banach spaces. (English) Zbl 1375.34007
Reviewer: Neville Ford (Chester)
Cauchy problem for a parabolic equation with Bessel operator and Riemann-Liouville partial derivative. (Russian. English summary) Zbl 1413.35010
First boundary-value problem in the half-strip for a parabolic-type equation with Bessel operator and Riemann-Liouville derivative. (English. Russian original) Zbl 1352.35221
Math. Notes 99, No. 6, 916-923 (2016); translation from Mat. Zametki 99, No. 6, 921-928 (2016).
Analytically pricing double barrier options based on a time-fractional Black-Scholes equation. (English) Zbl 1443.91285
Fundamental solution of the model equation of anomalous diffusion of fractional order. (Russian. English summary) Zbl 1413.35011
Correlated continuous time random walk with time averaged waiting time. (English) Zbl 1395.82099
MSC:
82B41
From Sturm-Liouville problems to fractional and anomalous diffusions. (English) Zbl 1260.60159
Reviewer: Enzo Orsingher (Roma)
An approximate solution of nonlinear fractional reaction-diffusion equation. (English) Zbl 1221.35436
A new regularization method for solving a time-fractional inverse diffusion problem. (English) Zbl 1211.35281
New method for solving system of P.F.D.E. and fractional evolution disturbance equation of distributed order. (English) Zbl 1225.44002
Reviewer: Vladimir S. Pilidi (Rostov-na-Donu)
An anomalous non-self-similar infiltration and fractional diffusion equation. (English) Zbl 1193.76142
Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent \(H\) in \([\frac{1}{2}, 1]\). (English) Zbl 1189.91210
Partial fractional differential equations and some of their applications. (English) Zbl 1210.35276
Reviewer: Rudolf Gorenflo (Berlin)
On the quantum potential. (English) Zbl 1086.81005
Reviewer: Guy Jumarie (Montréal)
Fractional diffusion equations involving external forces in the higher dimensional case. (English) Zbl 1122.82312
MSC:
82C31
Calculation of the tensile and flexural strength of disordered materials using fractional calculus. (English) Zbl 1049.74790
A fractional calculus approach to the description of stress and strain localization in fractal media. (English) Zbl 1030.74045
Differential equations of fractional order: Methods, results and problems. I. (English) Zbl 1031.34002
Non-Gaussian distributions. (English) Zbl 1042.60048
Reviewer: Alexander Mitrophanov (Saratov)
Non-Gaussian distributions. (English) Zbl 0930.65004
Reviewer: N.Curteanu (Iaşi)
MSC:
65C50
60J60
Local fractional Fokker-Planck equation. (English) Zbl 0945.82005
MSC:
82C31
Fractional differentiability of nowhere differentiable functions and dimensions. (English) Zbl 1055.26504
Fractal calculus on [0,1]. (English) Zbl 0906.34004
Fractional diffusion equation for fractal-time-continuous-time random walks. (English) Zbl 0900.60083
MSC:
60G50
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