Results 41 to 50 of about 3,521 (216)
Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough)
, 2020 We solve a family of fractional Riccati differential equations with constant (possibly complex) coefficients. These equations arise, e.g., in fractional Heston stochastic volatility models, that have received great attention in the recent financial ...
Gilles, Pagès +2 more
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Optimal long term investment model with memory [PDF]
, 2005 We consider a financial market model driven by an R^n-valued Gaussian process with stationary increments which is different from Brownian motion. This driving noise process consists of $n$ independent components, and each component has memory described ...
Inoue, Akihiko, Nakano, Yumiharu
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Results in Physics, 2018 In this paper, we constructed a travelling wave solution for space-time fractional nonlinear partial differential equations by using the modified extended Tanh method with Riccati equation.
Muhannad A. Shallal +2 more
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Exact Solution of Two-Dimensional Fractional Partial Differential Equations
Fractal and Fractional, 2020 In this study, we examine adapting and using the Sumudu decomposition method (SDM) as a way to find approximate solutions to two-dimensional fractional partial differential equations and propose a numerical algorithm for solving fractional Riccati ...
Dumitru Baleanu, Hassan Kamil Jassim
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Affine Volterra processes [PDF]
, 2019 We introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are neither semimartingales, nor ...
Jaber, Eduardo Abi +2 more
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Alexandria Engineering Journal, 2022 In this paper, a new computationally efficient approach to solve fractional differential equations with Atangana–Baleanu operator is introduced. Controlled Picard’s method is employed for solving a class of fractional differential equations with order ...
Aisha F. Fareed +2 more
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Oscillation criteria for nonlinear fractional differential equation with damping term
Open Physics, 2016 In this paper, we study the oscillation of solutions to a non-linear fractional differential equation with damping term. The fractional derivative is defined in the sense of the modified Riemann-Liouville derivative. By using a variable transformation, a
Bayram Mustafa +2 more
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Wave solution behaviors for fractional nonlinear fluid dynamic equation and shallow water equation [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2023 The behaviors of wave solutions of the fractional nonlinear space-time Sharma-Tasso-Olever equation and the fractional nonlinear space-time Estevez-Mansfield-Clarkson equation, representing a fluid dynamics equation and a shallow water equation ...
Weerachai Thadee +3 more
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Lie systems: theory, generalisations, and applications [PDF]
, 2011 Lie systems form a class of systems of first-order ordinary differential equations whose general solutions can be described in terms of certain finite families of particular solutions and a set of constants, by means of a particular type of mapping: the ...
J. De Lucas +3 more
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The Exact Solution of the Fractional Burger’s Equation using the Modified Homogeneous Balance Method
Scientific AfricanIn this paper, the Modified Homogeneous Balance Method, which is embedded with a fractional Riccati equation, is used to find exact solutions to the fractional Burger’s equation.
Francis Tuffour +3 more
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