Search Results - "fractional calculus"
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61
Nonlinear Systems Theoretical Aspects and Recent Applications
Published 2020DOAB: download the publication
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Electronic Book Chapter -
62
Special Functions with Applications to Mathematical Physics
Published 2023DOAB: download the publication
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Electronic Book Chapter -
63
Fractal Analysis Applications in Physics, Engineering and Technology
Published 2017DOAB: download the publication
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Electronic Book Chapter -
64
Mathematical and Numerical Analysis of Nonlinear Evolution Equations Advances and Perspectives
Published 2020DOAB: download the publication
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65
10th Anniversary of Axioms: Mathematical Physics
Published 2023DOAB: download the publication
DOAB: description of the publication
Electronic Book Chapter -
66
Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 /
Published 2016Table of Contents: “…Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model.…”
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Electronic eBook -
67
Numerical Analysis or Numerical Method in Symmetry
Published 2020DOAB: download the publication
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68
Integral Transformations, Operational Calculus and Their Applications
Published 2020DOAB: download the publication
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69
10th Anniversary of Axioms: Mathematical Physics
Published 2023DOAB: download the publication
DOAB: description of the publication
Electronic Book Chapter