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Fractional stochastic control involve fractional ito levy processes with applications to finance

Fractional stochastic control involve fractional ito levy processes with applications to finance

... of fractional stochastic optimal control with fractional Ito-levy processes, stronovichIto- levy processes and fractional stronovich Ito-levy processes in ...about fractional levy process, ...

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Trends in Fractional Order Controllers

Trends in Fractional Order Controllers

... optimal fractional order controller has been designed and the optimal values of FOPID controller parameters for minimizing the cost function have been tuned using an evolutionary ...of fractional order PI ...

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On a Fractional Master Equation and a Fractional Diffusion Equation

On a Fractional Master Equation and a Fractional Diffusion Equation

... Abstract In this paper , we derive the solutions of fractional master equation defined by (2.1) and fractional diffusion equation defined by (3.3). The method followed in deriving the solution is that of ...

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Fractional Difference Approximations for Time Fractional Telegraph Equation

Fractional Difference Approximations for Time Fractional Telegraph Equation

... solve fractional telegraph ...a fractional exponential operator, which can be applied to obtain a formal solution of the time-fractional telegraph ...time fractional telegraph ...to ...

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On The Fractional Systems' Fault Detection: Evaluation of Fractional Residual

On The Fractional Systems' Fault Detection: Evaluation of Fractional Residual

... evaluate fractional residual instead of Grunwald’s approximation can be beneficial, since it minimizes the computational time and presents acceptable results in term of the nullity of the ...

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Numerical solution of fractional order logistic equations by fractional Eulers method

Numerical solution of fractional order logistic equations by fractional Eulers method

... article, fractional descriptions of logistic equations are solved by using fractional Euler's ...The fractional derivative in this problem is in the Caputo ...the fractional-order logistic ...

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Fractional Optical Solitons and Fractional Noether’s Theorem with Ortigueira’s Centered Derivatives

Fractional Optical Solitons and Fractional Noether’s Theorem with Ortigueira’s Centered Derivatives

... To begin this section, we should mention that Equations (11) and (12) were obtained by extrapolating the finite difference approximation for the n-th derivative of f(t) with centered differences. However, a careful ...

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Fractional Weierstrass Function by Application of Jumarie Fractional Trigonometric Functions and Its Analysis

Fractional Weierstrass Function by Application of Jumarie Fractional Trigonometric Functions and Its Analysis

... that fractional Weierstrass function is also Holder continuous with Holder exponent ( 2 − s ) , a fractional ...of fractional Weierstrass func- tion is   2 − − ( 2 s )   = s ...of ...

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Convolution theorem for generalized two dimensional fractional cosine transform

Convolution theorem for generalized two dimensional fractional cosine transform

... of fractional transforms like fractional Hartley transform, fractional Hadamard transform, fractional cosine transform and fractional sine transform ...(FrST). Fractional cosine ...

5

Electromagnetic Interpretation of Fractional Order Elements

Electromagnetic Interpretation of Fractional Order Elements

... of fractional calculus, there are lots of literatures about Maxwell’s ...the fractional Green’s, Stokes’ and Gauss’s theorems and realized the proofs of these theorems for simple ...considered ...

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Applications of Quantum Physics on  Resistivity, Dielectricity, Giant Magneto  Resistance, Hall Effect and Conductance

Applications of Quantum Physics on Resistivity, Dielectricity, Giant Magneto Resistance, Hall Effect and Conductance

... of fractional charge quantization with newly developed theory is coined to look into the shape of eigenfunctions, determine the energy eigenvalues and validate the quantum scattering ...for fractional ...

8

Variational image registration by a total fractional-order variation model

Variational image registration by a total fractional-order variation model

... employing fractional-order rather than integer-order derivatives [7, 32, 37], and many methods are developed to solve the fractional systems [28, 46, 45, 47, 48, ...partial fractional α-order ...

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Multilinear fractional integral operators on non homogeneous metric measure spaces

Multilinear fractional integral operators on non homogeneous metric measure spaces

... multilinear fractional integral operators and commuta- tors, generated by multilinear fractional integrals, with an RBMO(μ) function on non- homogeneous metric measure spaces, are bounded in Lebesgue ...

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Well posedness of a fractional porous medium equation on an evolving surface

Well posedness of a fractional porous medium equation on an evolving surface

... the fractional Laplace–Beltrami operator which can be seen as the Dirichlet-to-Neumann map of a harmonic extension ...the fractional porous medium equation and will be of use generally in the analysis of ...

39

A posteriori error estimates for the fractional optimal control problems

A posteriori error estimates for the fractional optimal control problems

... the fractional diffusion equation to describe diffusion in media with fractal ...time fractional integration of order α to both sides of the first equation in ...time fractional derivative on the ...

13

On the nonlocal Katugampola fractional integral conditions for fractional Langevin equation

On the nonlocal Katugampola fractional integral conditions for fractional Langevin equation

... 26. Coffey, WT, Kalmykov, YP, Waldron, JT: The Langevin Equation, 2nd edn. World Scientific, Singapore (2004) 27. Lim, SC, Li, M, Teo, LP: Langevin equation with two fractional orders. Phys. Lett. A 372, 6309-6320 ...

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Iterated Commutators for Multilinear Singular Integral Operators on Morrey Space with Non Doubling Measures

Iterated Commutators for Multilinear Singular Integral Operators on Morrey Space with Non Doubling Measures

... of fractional integral operators on the classical Morrey spaces was studied by Adams [8], Chiarenza et al ...of fractional integrals in terms of the Hardy-Littlewood maximal func- tion, they showed the ...

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Optimality conditions for fractional variational problems with Caputo Fabrizio fractional derivatives

Optimality conditions for fractional variational problems with Caputo Fabrizio fractional derivatives

... the fractional optimal control problems and proposed an efficient numerical ...variable-order fractional Schrodinger equations ...discrete fractional vari- ational problems were ...the ...

14

Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

Nonlocal fractional stochastic differential equations driven by fractional Brownian motion

... by fractional Brow- nian motion or fractional stochastic differential equations with Wiener ...for fractional stochastic differential equations driven by fBm has not been investigated in the ...

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Two generalized Lyapunov type inequalities for a fractional p Laplacian equation with fractional boundary conditions

Two generalized Lyapunov type inequalities for a fractional p Laplacian equation with fractional boundary conditions

... In this paper, we prove existence of positive solutions to a nonlinear fractional boundary value problem involving a p-Laplacian operator. Then, under some mild assumptions on the nonlinear term, we present two ...

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