Pages that link to "Item:Q713467"

The following pages link to Fractional stochastic differential equations with applications to finance (Q713467):

Displaying 50 items.

• An approximate approach to fractional stochastic integration and its applications (Q467887) (← links)
• Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
• On a stochastic heat equation with first order fractional noises and applications to finance (Q714080) (← links)
• Finite-time stability of uncertain fractional difference equations (Q778076) (← links)
• Fractional integral equations and state space transforms (Q850753) (← links)
• Modeling financial time series through second-order stochastic differential equations (Q952860) (← links)
• A class of fractional stochastic differential equations (Q1002424) (← links)
• Fractional randomness (Q1619960) (← links)
• An efficient approach based on radial basis functions for solving stochastic fractional differential equations (Q1704476) (← links)
• Numerical simulation of fractional-order dynamical systems in noisy environments (Q1715699) (← links)
• Existence and characterization of solutions of nonlinear Volterra-Stieltjes integral equations in two variables (Q1724544) (← links)
• Classical and nonclassical Lie symmetry analysis to a class of nonlinear time-fractional differential equations (Q1742025) (← links)
• Solvability of a nonlinear Volterra-Stieltjes integral equation in the class of bounded and continuous functions of two variables (Q1742904) (← links)
• A Caputo fractional derivative of a function with respect to another function (Q2005089) (← links)
• Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
• Study on the existence and approximate solution of fractional differential equations with delay and its applications to financial models (Q2033465) (← links)
• Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation (Q2090353) (← links)
• Existence and stability results for multi-time scale stochastic fractional neural networks (Q2114067) (← links)
• A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay (Q2118440) (← links)
• Properties of positive solutions for a fractional boundary value problem involving fractional derivative with respect to another function (Q2132294) (← links)
• Ulam stabilities of nonlinear coupled system of fractional differential equations including generalized Caputo fractional derivative (Q2133252) (← links)
• Multiple solutions for a class of boundary value problems of fractional differential equations with generalized Caputo derivatives (Q2142882) (← links)
• Continuous time processes for finance. Switching, self-exciting, fractional and other recent dynamics (Q2153594) (← links)
• An efficient analysis for \(N\)-soliton, lump and lump-kink solutions of time-fractional \((2+1)\)-Kadomtsev-Petviashvili equation (Q2161934) (← links)
• Mathematical analysis for an autonomous financial dynamical system via classical and modern fractional operators (Q2185130) (← links)
• Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials (Q2287810) (← links)
• Affine representations of fractional processes with applications in mathematical finance (Q2419969) (← links)
• Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations (Q2423690) (← links)
• An approximate approach to fractional analysis for finance (Q2490081) (← links)
• Fractional integrated GARCH diffusion limit models (Q2510697) (← links)
• Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations (Q2666258) (← links)
• Fractional Liu uncertain differential equation and its application to finance (Q2680010) (← links)
• Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut-Elworthy-Li formula for singular SDEs (Q2680394) (← links)
• On existence and continuity results of solution for multi-time scale fractional stochastic differential equation (Q2686310) (← links)
• A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations (Q2688105) (← links)
• On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (Q2694470) (← links)
• A fast Euler-Maruyama method for fractional stochastic differential equations (Q2700093) (← links)
• Convergence analysis of a second-order scheme for fractional differential equation with integral boundary conditions (Q2700104) (← links)
• (Q2741107) (← links)
• Stochastic stability of fractional \((B,S)\)-securities markets (Q2784988) (← links)
• Fractional calculus and fractional processes with applications to financial economics. Theory and applications (Q2825434) (← links)
• Some Compactness Criteria for Weak Solutions of Time Fractional PDEs (Q3174824) (← links)
• Analysis of fractional order differential coupled systems (Q3467121) (← links)
• ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE (Q4601731) (← links)
• A derivative concept with respect to an arbitrary kernel and applications to fractional calculus (Q4626737) (← links)
• (Q4702668) (← links)
• Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations (Q5086486) (← links)
• A New Generalized Gronwall Inequality with a Double Singularity and Its Applications to Fractional Stochastic Differential Equations (Q5240649) (← links)
• Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations (Q5859043) (← links)
• NONEXISTENCE RESULTS FOR A CLASS OF NONLINEAR FRACTIONAL DIFFERENTIAL INEQUALITIES INVOLVING ERDÉLYI–KOBER FRACTIONAL DERIVATIVES (Q5880722) (← links)