Results 71 to 80 of about 20,315 (242)

The Approximate Analytic Solution of the Time-Fractional Black-Scholes Equation with a European Option Based on the Katugampola Fractional Derivative

Mathematics, 2021
In the finance market, it is well known that the price change of the underlying fractal transmission system can be modeled with the Black-Scholes equation.
Sivaporn Ampun, Panumart Sawangtong
doaj   +1 more source

A new construction of a fractional derivative mask for image edge analysis based on Riemann-Liouville fractional derivative

, 2016
We present a new way of constructing a fractional-based convolution mask with an application to image edge analysis. The mask was constructed based on the Riemann-Liouville fractional derivative which is a special form of the Srivastava-Owa operator ...
Peter Amoako-Yirenkyi, J. K. Appati, I. Dontwi   +2 more
semanticscholar   +1 more source

FRACTIONAL PROBLEMS WITH RIGHT-HANDED RIEMANN-LIOUVILLE FRACTIONAL DERIVATIVES

TASK Quarterly, 2016
In this paper, we investigate the existence of solutions for advanced fractional differential equations containing the right-handed Riemann-Liouville fractional derivative both with nonlinear boundary conditions and also with initial conditions given at the end point T of interval [0,T].
openaire   +2 more sources

Cauchy problems for fractional differential equations with Riemann–Liouville fractional derivatives

Journal of Functional Analysis, 2012
In this paper, the authors study certain Cauchy-type problems of fractional differential equations with fractional differential conditions, involving Riemann-Liouville derivatives, in infinite-dimensional Banach spaces. They introduce a certain fractional resolvent and study some of its properties.
Li, Kexue, Peng, Jigen, Jia, Junxiong
openaire   +2 more sources

Hamiltonian formulation of classical fields within Riemann–Liouville fractional derivatives [PDF]

Physica Scripta, 2006
The fractional Hamiltonian formulation and the fractional path integral quantization of fields are analysed. Dirac and Schrödinger fields are investigated in detail. © 2006 The Royal Swedish Academy of Sciences.
Muslih S.I., Baleanu D., Rabei E.
openaire   +1 more source

Exponential Stability of Higher Order Fractional Neutral Stochastic Differential Equation Via Integral Contractors

Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.
ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar, Dhanalakshmi Kasinathan, Ramkumar Kasinathan, Ravikumar Kasinathan   +3 more
wiley   +1 more source

Solving General Differential Equations of Fractional Orders Via Rohit Transform [PDF]

Kirkuk Journal of Science
inspecting the attributes of derivatives and integrals of fractional orders known as fractional derivatives and integrals. In this article, a far-out complex integral transform known as the Rohit transform (RT) is put into use for working out general ...
Rohit Gupta, Rahul Gupta, Dinesh Verma
doaj   +1 more source

Mathematical Model of Fractional Duffing Oscillator with Variable Memory

Mathematics, 2020
The article investigates a mathematical model of the Duffing oscillator with a variable fractional order derivative of the Riemann–Liouville type. The study of the model is carried out using a numerical scheme based on the approximation of the fractional
Valentine Kim, Roman Parovik
doaj   +1 more source

Equivalences of Nonlinear Higher Order Fractional Differential Equations With Integral Equations

Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6930-6942, April 2025.
ABSTRACT Equivalences of initial value problems (IVPs) of both nonlinear higher order (Riemann–Liouville type) fractional differential equations (FDEs) and Caputo FDEs with the corresponding integral equations are studied in this paper. It is proved that the nonlinearities in the FDEs can be L1$$ {L}^1 $$‐Carathéodory with suitable conditions.
Kunquan Lan
wiley   +1 more source

Maximum principle for the fractional diffusion equations with the Riemann-Liouville fractional derivative and its applications

, 2014
In this paper, the initial-boundary-value problems for the one-dimensional linear and non-linear fractional diffusion equations with the Riemann-Liouville time-fractional derivative are analyzed.
M. Al-Refai, Yuri Luchko
semanticscholar   +1 more source