Fractional randomness (Q1619960)

From MaRDI portal

Jump to:navigation, search

This is the item page for this Wikibase entity, intended for internal use and editing purposes.

Please use this page instead for the normal view: Fractional randomness

scientific article; zbMATH DE number 6978485

Language	Label	Description	Also known as
English	Fractional randomness	scientific article; zbMATH DE number 6978485

Statements

scholarly article

0 references

Fractional randomness (English)

0 references

Charles S. Tapiero

0 references

0 references

0 references

publication date

13 November 2018

0 references

zbMATH Keywords

fractional calculus

0 references

randomness

0 references

modeling

0 references

finance

0 references

statistics

0 references

Hurst index

0 references

MaRDI profile type

0 references

full work available at URL

https://doi.org/10.1016/j.physa.2016.05.053

0 references

Generalized autoregressive conditional heteroscedasticity

0 references

Long memory processes and fractional integration in econometrics

0 references

AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

0 references

Fractional Brownian Motions, Fractional Noises and Applications

0 references

On the range of Brownian motion and its inverse process

0 references

Run length statistics and the Hurst exponent in random and birth-death random walks.

0 references

Range reliability in random walks

0 references

A class of fractional stochastic differential equations

0 references

Fractional geometric mean-reversion processes

0 references

Fractional stochastic differential equations with applications to finance

0 references

The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics

0 references

Fractional Poisson process

0 references

Computational Methods in the Fractional Calculus of Variations

0 references

EXACT SOLUTIONS FOR A CLASS OF FRACTAL TIME RANDOM WALKS

0 references

Applications of fractional calculus in physics

0 references

Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications

0 references

The space-fractional Poisson process

0 references

0 references

0 references

0 references

On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\)

0 references

On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion

0 references

Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results

0 references

New stochastic fractional models for Malthusian growth, the Poissonian birth process and optimal management of populations

0 references

Table of some basic fractional calculus formulae derived from a modified Riemann-Liouville derivative for non-differentiable functions

0 references

Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\)

0 references

0 references

Recommended article

Randomness and fractional stable distributions

Similarity Score

0.9134536

Recommender Run

Recommender Run 3

0 references

Fractional randomness and the Brownian bridge

Similarity Score

0.8783362

Recommender Run

Recommender Run 3

0 references

Random fractals and probability metrics

Similarity Score

0.8694587

Recommender Run

Recommender Run 3

0 references

Fractional moments

Similarity Score

0.8680942

Recommender Run

Recommender Run 3

0 references

Finite-dimensional randomness

Similarity Score

0.85970825

Recommender Run

Recommender Run 3

0 references

Fractional dynamics

Similarity Score

0.85968316

Recommender Run

Recommender Run 3

0 references

On partial randomness

Similarity Score

0.85859615

Recommender Run

Recommender Run 3

0 references

Similarity Score

0.85814023

Recommender Run

Recommender Run 3

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

10.1016/J.PHYSA.2016.05.053

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1619960

Retrieved from "https://mardi.schubotz.org/w/index.php?title=Item:Q1619960&oldid=43247497"