Fractional Ornstein-Uhlenbeck Process - Articles - Scientific Research Publishing

Exponential Ergodicity and β-Mixing Property for Generalized Ornstein-Uhlenbeck Processes (Articles)

Oesook Lee

Theoretical Economics Letters Vol.2 No.1, February 23, 2012

DOI: 10.4236/tel.2012.21004 5,769 Downloads 10,258 Views Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8, August 19, 2016

DOI: 10.4236/oalib.1102863 1,639 Downloads 3,374 Views Citations
Random Attractor Family for the Kirchhoff Equation of Higher Order with White Noise (Articles)

Guoguang Lin, Zhuoxi Li

Advances in Pure Mathematics Vol.9 No.4, April 29, 2019

DOI: 10.4236/apm.2019.94018 714 Downloads 1,645 Views Citations
Stability of Stochastic Logistic Model with Ornstein-Uhlenbeck Process for Cell Growth of Microorganism in Fermentation Process (Articles)

Tawfiqullah Ayoubi

Applied Mathematics Vol.10 No.8, August 13, 2019

DOI: 10.4236/am.2019.108047 976 Downloads 2,393 Views Citations
Existence of Random Attractor Family for a Class of Nonlinear Higher-Order Kirchhoff Equations (Articles)

Guoguang Lin, Changqing Zhu

International Journal of Modern Nonlinear Theory and Application Vol.8 No.2, April 23, 2019

DOI: 10.4236/ijmnta.2019.82003 913 Downloads 1,899 Views Citations
A Family of the Random Attractors for a Class of Generalized Kirchhoff-Type Equations (Articles)

Guoguang Lin, Lujiao Yang

Journal of Applied Mathematics and Physics Vol.9 No.11, November 26, 2021

DOI: 10.4236/jamp.2021.911190 306 Downloads 1,016 Views Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.10 No.4, November 25, 2020

DOI: 10.4236/jmf.2020.104040 1,133 Downloads 2,513 Views Citations
Defining Single Asset Price Momentum in terms of a Stochastic Process (Articles)

KiHoon Jimmy Hong, Stephen Satchell

Theoretical Economics Letters Vol.2 No.3, August 3, 2012

DOI: 10.4236/tel.2012.23050 5,879 Downloads 9,930 Views Citations
A Contingent Claim Approach to Bank Valuation (Articles)

Enahoro Alfred Owoloko, Nicholas Amienwan Omoregbe, Michael Akindele Okedoye

Journal of Mathematical Finance Vol.4 No.4, August 18, 2014

DOI: 10.4236/jmf.2014.44020 3,342 Downloads 5,214 Views Citations
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility (Articles)

Albert N. Sandjo, Fabrice Colin, Salissou Moutari

Journal of Mathematical Finance Vol.7 No.1, February 28, 2017

DOI: 10.4236/jmf.2017.71011 2,115 Downloads 4,563 Views Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16, August 29, 2014

DOI: 10.4236/am.2014.516234 3,443 Downloads 4,552 Views Citations
Decomposition of Supercritical Linear-Fractional Branching Processes (Articles)

Serik Sagitov, Altynay Shaimerdenova

Applied Mathematics Vol.4 No.2, February 27, 2013

DOI: 10.4236/am.2013.42054 3,690 Downloads 6,004 Views Citations
Applications of Fractional Calculus to Newtonian Mechanics (Articles)

Gabriele U. Varieschi

Journal of Applied Mathematics and Physics Vol.6 No.6, June 21, 2018

DOI: 10.4236/jamp.2018.66105 2,518 Downloads 7,723 Views Citations
Quantization of Fractional Singular Lagrangian Systems with Second-Order Derivatives Using Path Integral Method (Articles)

Eyad Hasan Hasan, Osama Abdalla Abu-Haija

Journal of Applied Mathematics and Physics Vol.13 No.2, February 25, 2025

DOI: 10.4236/jamp.2025.132031 127 Downloads 519 Views Citations
Interval Oscillation Criteria for Fractional Partial Differential Equations with Damping Term (Articles)

Vadivel Sadhasivam, Jayapal Kavitha

Applied Mathematics Vol.7 No.3, February 29, 2016

DOI: 10.4236/am.2016.73025 2,680 Downloads 4,068 Views Citations
Oscillation for a Class of Fractional Differential Equation (Articles)

Qian Feng, Anping Liu

Journal of Applied Mathematics and Physics Vol.7 No.7, July 10, 2019

DOI: 10.4236/jamp.2019.77096 1,168 Downloads 2,715 Views Citations
Oscillation Theorems for Two Classes of Fractional Neutral Differential Equations (Articles)

Xulong Wang, Siying Long, Anping Liu

Journal of Applied Mathematics and Physics Vol.10 No.10, October 21, 2022

DOI: 10.4236/jamp.2022.1010203 241 Downloads 1,175 Views Citations
Application of He’s Variational Iteration Method for the Analytical Solution of Space Fractional Diffusion Equation (Articles)

Mehdi Safari

Applied Mathematics Vol.2 No.9, September 19, 2011

DOI: 10.4236/am.2011.29150 6,902 Downloads 12,522 Views Citations
Application of Adomian’s Decomposition Method for the Analytical Solution of Space Fractional Diffusion Equation (Articles)

Mohammad Danesh, Mehdi Safari

Advances in Pure Mathematics Vol.1 No.6, November 24, 2011

DOI: 10.4236/apm.2011.16062 7,543 Downloads 15,812 Views Citations
Discretization of Fractional Order Differentiator and Integrator with Different Fractional Orders (Articles)

Qi Zhang, Baoye Song, Huadong Zhao, Jiansheng Zhang

Intelligent Control and Automation Vol.8 No.2, May 10, 2017

DOI: 10.4236/ica.2017.82006 1,796 Downloads 3,681 Views Citations

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