Results 81 to 90 of about 1,494,768 (123)

Option Pricing in a Fractional Brownian Motion Environment [PDF]

The purpose of this paper is to obtain a fractional Black-Scholes formula for the price of an option for every t in [0,T], a fractional Black-Scholes equation and a risk-neutral valuation theorem if the underlying is driven by a fractional Brownian ...
Cipian Necula
core  

Least energy solutions for nonlinear fractional Choquard–Kirchhoff equations in RN

In this paper, we investigate the following fractional Choquard–Kirchhoff type equation: (Formula presented) where N ≥ 2, a, b > 0 are constants, (−∆)s is the fractional Laplacian operator of order s ∈ (0, 1), Iα denotes the Riesz potential of order α
Ambrosio V., Temperini L., Isernia T.
core   +1 more source

Analytical methods and Riccati neural networks method of Kudryashov's quintuple self-phase modulation with dual-form of generalized nonlocal nonlinearity. [PDF]

Sci Rep
Yu D, Manafian J, Abdalrahem MK, Lakestani M, Ilhan OA, Malmir S, Nuray R, Hammadi AH.   +7 more
europepmc   +1 more source

A novel method for approximate solution of two point non local fractional order coupled boundary value problems. [PDF]

PLoS One
Tadoummant L, Khalil H, Echarggaoui R, Aljohani S, Mlaiki N.   +4 more
europepmc   +1 more source

On a nonlinear fractional Choquard equation with critical growth

Discrete and Continuous Dynamical Systems. Series A
Vincenzo Ambrosio
semanticscholar   +1 more source

The Fractional Ornstein-Uhlenbeck Process: Term Structure Theory and Application [PDF]

The paper revisits dynamic term structure models (DTSMs) and proposes a new way in dealing with the limitation of the classical affine models. In particular, this paper expands the flexibility of the DTSMs by applying a fractional Brownian motion as the ...
Frederiksen, Per H., Høg, Espen P.
core  

The Fractional OU Process: Term Structure Theory and Application [PDF]

The paper revisits dynamic term structure models (DTSMs) and proposes a new way in dealing with the limitation of the classical affine models. In particular, this paper expands the flexibility of the DTSMs by applying a fractional Brownian motion as the ...
Esben Hoeg, Per Frederiksen
core  

Existence of solutions for fractional $p$-Kirchhoff type equations with a generalized Choquard nonlinearity

, 2019
In this article, we establish the existence of solutions to the fractional $p$-Kirchhoff type equations with a generalized Choquard nonlinearity without assuming the Ambrosetti-Rabinowitz ...
Chen, Wenjing
core  

Multiplicity and concentration behaviour of solutions for magnetic fractional Choquard equation with critical growth

Communications on Pure and Applied Analysis
Houzhi Tang, Ziqing Zhu
semanticscholar   +1 more source

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On Fractional Choquard Equation with Subcritical or Critical Nonlinearities

Mediterranean Journal of Mathematics, 2021
Zi-An Fan
exaly   +2 more sources