Pages that link to "Item:Q2470548"
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The following pages link to Path integral for the probability of the trajectories generated by fractional dynamics subject to Gaussian white noise (Q2470548):
Displaying 13 items.
- Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363) (← links)
- Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
- Distributions in the physical and engineering sciences. Volume 3. Random and anomalous fractional dynamics in continuous media (Q1650059) (← links)
- The Hamiltonian path integral for potentials of the Albeverio Høegh-Krohn class -- a white noise approach (Q1744692) (← links)
- Properties and distribution of the dynamical functional for the fractional Gaussian noise (Q2009542) (← links)
- Solvability in Gevrey classes of some nonlinear fractional functional differential equations (Q2026216) (← links)
- Transition path properties for one-dimensional systems driven by Poisson white noise (Q2128123) (← links)
- Statistical analysis for stochastic systems including fractional derivatives (Q2380559) (← links)
- Stochastic path summation with memory (Q2803671) (← links)
- A path integral approach to random motion with nonlinear friction (Q3401993) (← links)
- Fractional Lévy motion through path integrals (Q3603151) (← links)
- General theory of fractal path integrals with applications to many-body theories and statistical physics (Q3977849) (← links)
- A unifying representation of path integrals for fractional Brownian motions (Q6562980) (← links)
