Results 251 to 260 of about 39,585 (286)

A Novel Fractional Stochastic Model Equipped With ψ‐Caputo Fractional Derivative in a Financial Market

Mathematical methods in the applied sciences
The present article describes an improved version of the Black–Scholes model, an important model in finance used for option pricing. To overcome the shortcomings of this traditional model caused by the assumptions and simplification of the original model
Hossein Sahebi Fard, Elham Dastranj, Amin Jajarmi   +2 more
semanticscholar   +1 more source

Numerical approximations of Atangana–Baleanu Caputo derivative and its application

Chaos, Solitons & Fractals, 2019
To solve the problems of non-local dynamical systems, Caputo and Fabrizio proposed a new definition for the fractional derivative. Atangana and Baleanu generalized the Caputo-Fabrizio derivative using the Mittag–Leffler function as the kernel which is ...
Swati Yadav, R. Pandey, Anil K. Shukla
semanticscholar   +1 more source

To the Theory of Differential Inclusions with Caputo Fractional Derivatives

Differential Equations, 2020
The paper studies a Cauchy problem associated to fractional differential inclusions of the form \[ ^CD^{\alpha }x(t)\in F(t,x(t)),\quad a.e.\; t\in [t_0,T], \] \[ x(t)=w_0(t),\quad t\in [0,t_0], \] where \(\alpha \in (0,1)\), \(^CD^{\alpha }\) denotes Caputo's fractional derivative, \(F:[0,T]\times {\mathbb{R}}^n\to \mathcal{P}({\mathbb{R}}^n)\) is a ...
openaire   +1 more source

The Peano–Sard theorem for Caputo fractional derivatives and applications

Journal of Computational and Applied Mathematics
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arran Fernandez, Suzan Cival Buranay
openaire   +2 more sources

The Caputo Fractional Δ-Derivative on Time Scales

2018
In this chapter we suppose that \(\mathbb {T}\) is a time scale with forward jump operator and delta differentiation operator σ and Δ, respectively.
openaire   +1 more source

Generalized Euler—Lagrange Equations and Transversality Conditions for FVPs in terms of the Caputo Derivative

, 2007
O. Agrawal
semanticscholar   +1 more source

On the fractional Newton method with Caputo derivatives

Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2022
Emine Celik, Yulong Li, Aleksey S. Telyakovskiy   +2 more
openaire   +1 more source

The Error Incurred in Using the Caputo-Derivative Laplace-Transform

, 2009
T. Hartley, C. Lorenzo
semanticscholar   +1 more source

Time-Varying Initialization and Laplace Transform of the Caputo Derivative: With Order Between Zero and One

, 2011
C. Lorenzo, T. Hartley
semanticscholar   +1 more source

Cauchy-Type Problems with the Caputo Fractional Δ-Derivative

2018
In this chapter we suppose that \(\mathbb {T}\) is a time scale with forward jump operator and delta differentiation operator σ and Δ, respectively,
openaire   +1 more source