Search Results - "Ren, Fu-Yao" :: K.UTB vyhledávací portál

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Correlated continuous time random walk with time averaged waiting time

by Lv, Longjin, Ren, Fu-Yao, Wang, Jun, Xiao, Jianbin
Published in Physica A (15.03.2015)

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$The application of fractional derivatives in stochastic models driven by fractional Brownian motion$

The application of fractional derivatives in stochastic models driven by fractional Brownian motion

by Longjin, Lv, Ren, Fu-Yao, Qiu, Wei-Yuan
Published in Physica A (01.11.2010)

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$Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent H in [1/2, 1]$

Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent H in [1/2, 1]

by LIANG, Jin-Rong, JUN WANG, ZHANG, Wen-Jun, QIU, Wei-Yuan, REN, Fu-Yao
Published in Applied mathematics letters (01.08.2010)

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$Continuous time Black–Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime$

Continuous time Black–Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

by Wang, Jun, Liang, Jin-Rong, Lv, Long-Jin, Qiu, Wei-Yuan, Ren, Fu-Yao
Published in Physica A (01.02.2012)

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Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields

by Ren, Fu-Yao, Wang, Jun, Lv, Long-Jin, Pan, Hua, Qiu, Wei-Yuan
Published in Physica A (01.01.2015)

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Heterogeneous Memorized Continuous Time Random Walks in an External Force Fields

by Wang, Jun, Zhou, Ji, Lv, Long-Jin, Qiu, Wei-Yuan, Ren, Fu-Yao
Published in Journal of statistical physics (01.09.2014)

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Stretched Gaussian Asymptotic Behavior for Fractional Giona?Roman Equation on Biased Heterogeneous Fractal Structure in External Force Fields

by Qiu, Wei-Yuan, Ren, Fu-Yao, Xu, Yun, Liang, Jin-Rong
Published in Nonlinear dynamics (01.12.2004)

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Generalized Einstein relation and the Metzler–Klafter conjecture in a composite-subdiffusive regime

by Hua, Pan, Qiu, Wei-Yuan, Ren, Fu-Yao, Lv, Long-Jin
Published in Physica A (15.08.2011)

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Fractional Fokker-Planck Equation and Black-Scholes Formula in Composite-Diffusive Regime

by Liang, Jin-Rong, Wang, Jun, Lǔ, Long-Jin, Gu, Hui, Qiu, Wei-Yuan, Ren, Fu-Yao
Published in Journal of statistical physics (2012)

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$Integrals and derivatives on net fractals$

Integrals and derivatives on net fractals

by Ren, Fu-Yao, Liang, Jin-Rong, Wang, Xiao-Tian, Qiu, Wei-Yuan
Published in Chaos, solitons and fractals (01.03.2003)

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$Exact solutions for nonlinear fractional anomalous diffusion equations$

Exact solutions for nonlinear fractional anomalous diffusion equations

by Liang, Jin-Rong, Ren, Fu-Yao, Qiu, Wei-Yuan, Xiao, Jian-Bin
Published in Physica A (01.11.2007)

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$Solutions for a time-fractional diffusion equation with absorption: influence of different diffusion coefficients and external forces$

Solutions for a time-fractional diffusion equation with absorption: influence of different diffusion coefficients and external forces

by Chen, Wen-Bin, Wang, Jun, Qiu, Wei-Yuan, Ren, Fu-Yao
Published in Journal of physics. A, Mathematical and theoretical (01.02.2008)

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Fractional nonlinear diffusion equation and first passage time

by Wang, Jun, Zhang, Wen-Jun, Liang, Jin-Rong, Xiao, Jian-Bin, Ren, Fu-Yao
Published in Physica A (01.02.2008)

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$Solutions of fractional nonlinear diffusion equation and first passage time: Influence of initial condition and diffusion coefficient$

Solutions of fractional nonlinear diffusion equation and first passage time: Influence of initial condition and diffusion coefficient

by Wang, Jun, Zhang, Wen-Jun, Liang, Jin-Rong, Zhang, Pan, Ren, Fu-Yao
Published in Physica A (15.07.2008)

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$Asymptotic behavior of a fractional Fokker–Planck-type equation$

Asymptotic behavior of a fractional Fokker–Planck-type equation

by Ren, Fu-Yao, Liang, Jin-Rong, Qiu, Wei-Yuan, Xiao, Jian-Bin
Published in Physica A (2007)

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$On some generalization of fractional Brownian motions$

On some generalization of fractional Brownian motions

by Wang, Xiao-Tian, Liang, Xiang-Qian, Ren, Fu-Yao, Zhang, Shi-Ying
Published in Chaos, solitons and fractals (01.05.2006)

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$Option pricing of a mixed fractional–fractional version of the Black–Scholes model$

Option pricing of a mixed fractional–fractional version of the Black–Scholes model

by Chen, Jian-Hong, Ren, Fu-Yao, Qiu, Wei-Yuan
Published in Chaos, solitons and fractals (01.09.2004)

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$Stretched Gaussian asymptotic behavior for fractional Fokker–Planck equation on fractal structure in external force fields$

Stretched Gaussian asymptotic behavior for fractional Fokker–Planck equation on fractal structure in external force fields

by Xu, Yun, Ren, Fu-Yao, Liang, Jin-Rong, Qiu, Wei-Yuan
Published in Chaos, solitons and fractals (01.05.2004)

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Fractional diffusion equations involving external forces in the higher dimensional case

by Zou, Fu, Ren, Fu-Yao, Qiu, Wei-Yuan
Published in Chaos, solitons and fractals (01.07.2004)

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Fractional integral associated to the self-similar set or the generalized self-similar set and its physical interpretation

by Ren, Fu-Yao, Yu, Zu-Guo, Su, Feng
Published in Physics letters. A (12.08.1996)

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