Theories of tempered fractional calculus applied to tempered fractional Langevin and Vasicek equations

DOI10.1002/MMA.9003zbMath1529.35558OpenAlexW4316341603MaRDI QIDQ6139266

Nazek Ahmad Obeidat, Mahmoud S. Rawashdeh

Publication date: 18 December 2023

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.9003

zbMATH Keywords

tempered fractional calculusfractional Langevin equationnatural transformCaputo tempered derivativetempered diffusion equationVasicek equation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Brownian motion (60J65) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30) Fractional partial differential equations (35R11)

Cites Work

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