Results 51 to 60 of about 40,676 (212)
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
core +4 more sources
Oscillation for a Class of Fractional Differential Equation
Discrete Dynamics in Nature and Society, 2013 We consider the oscillation for a class of fractional differential equation [r(t)g(D-αy)(t)]'-p(t)f∫t∞(s-t)-αy(s)ds=0, for t>0, where ...
Zhenlai Han +3 more
doaj +1 more source
Integrability of Lie systems through Riccati equations
, 2011 Integrability conditions for Lie systems are related to reduction or transformation processes. We here analyse a geometric method to construct integrability conditions for Riccati equations following these approaches.
Allen J. L. +37 more
core +1 more source
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
core +3 more sources
A New Approach for Solving Fractional Partial Differential Equations
Journal of Applied Mathematics, 2013 We propose a new approach for solving fractional partial differential equations based on a nonlinear fractional complex transformation and the general Riccati equation and apply it to solve the nonlinear time fractional biological population model and ...
Fanwei Meng
doaj +1 more source
A Note on Fractional KdV Hierarchies
, 1996 We introduce a hierarchy of mutually commuting dynamical systems on a finite number of Laurent series. This hierarchy can be seen as a prolongation of the KP hierarchy, or a ``reduction'' in which the space coordinate is identified with an arbitrarily ...
Bogoyavlensky O. I. +5 more
core +3 more sources
Control Strategies for the Fokker-Planck Equation [PDF]
, 2017 Using a projection-based decoupling of the Fokker-Planck equation, control strategies that allow to speed up the convergence to the stationary distribution are investigated.
Breiten, Tobias +2 more
core +2 more sources
Some Aspects of Numerical Analysis for a Model Nonlinear Fractional Variable Order Equation
Mathematical and Computational Applications, 2021 The article proposes a nonlocal explicit finite-difference scheme for the numerical solution of a nonlinear, ordinary differential equation with a derivative of a fractional variable order of the Gerasimov–Caputo type.
Roman Parovik, Dmitriy Tverdyi
doaj +1 more source
Bihamiltonian Geometry, Darboux Coverings, and Linearization of the KP Hierarchy
, 1998 We use ideas of the geometry of bihamiltonian manifolds, developed by Gel'fand and Zakharevich, to study the KP equations. In this approach they have the form of local conservation laws, and can be traded for a system of ordinary differential equations ...
Falqui, Gregorio +2 more
core +2 more sources
A comparison between numerical solutions to fractional differential equations: Adams-type predictor-corrector and multi-step generalized differential transform method [PDF]
, 2017 In this note, two numerical methods of solving fractional differential equations (FDEs) are briefly described, namely predictor-corrector approach of Adams-Bashforth-Moulton type and multi-step generalized differential transform method (MSGDTM), and then
Ahrabi, Sima Sarv, Momenzadeh, Alireza
core +2 more sources