Related papers: A study on the fractional Gruschin type process
We develop a finite difference approximation of order $\alpha$ for the $\alpha$-fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as the popular Gr\"unwald scheme. In particular,…
Fractional processes have gained popularity in financial modeling due to the dependence structure of their increments and the roughness of their sample paths. The non-Markovianity of these processes gives, however, rise to conceptual and…
In this paper, we prove a new generalized Mikhlin multiplier theorem whose conditions are given with respect to fractional derivatives in integral forms with two different integration intervals. We also discuss the connection between…
In this note a generalization of the Lamb-Bateman integral equation is presented and its solution is given in terms of {\bf fractional derivatives}. This is a comment one to the paper by Babusci, Dattoli and Sacchetti (arXiv:1006.0184…
In this article, we prove Carleman estimates for the generalized time-fractional advection-diffusion equations by considering the fractional derivative as perturbation for the first order time-derivative. As a direct application of the…
Two approximations, derived from continuous expansions of Riemann-Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains…
Our aim in this article is to provide explicit computable estimates for the cumulative distribution function (c.d.f.) and the $p$-th order moment of the exponential functional of a fractional Brownian motion (fBM) with drift. Using…
Fractional diffusion equations for three-dimensional lattice models based on fractional-order differences of the Grunwald-Letnikov type are suggested. These lattice fractional diffusion equations contain difference operators that describe…
The fractional quantization of singular systems with second order Lagrangian is examined. The fractional singular Lagrangian is presented. The equations of motion are written as total differential equations within fractional calculus. Also,…
We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…
In this paper, using a fractional integral as proposed by Katugampola we establish a generalization of integral inequalities of Gruss-type. We prove two theorems associated with these inequalities and then immediately we enunciate and prove…
After motivating the need of a multiscale version of fractional calculus in quantum gravity, we review current proposals and the program to be carried out in order to reach a viable definition of scale-dependent fractional operators. We…
A stochastic calculus is given for processes described by stochastic integrals with respect to fractional Brownian motions and Rosenblatt processes somewhat analogous to the stochastic calculus for It\^{o} processes. These processes for…
The article proposes a computer program for calculating economic crises according to the generalized mathematical model of S.V. Dubovsky. This model is represented by a system of ordinary nonlinear differential equations with fractional…
This article provides an accessible introduction to fractional derivatives, a concept that extends classical calculus by allowing derivatives of non-integer order. It explores both the fundamental definitions and some of the most relevant…
We present a derivation of the gradients of feedforward neural networks using Fr\'echet calculus which is arguably more compact than the ones usually presented in the literature. We first derive the gradients for ordinary neural networks…
We obtain a new decomposition of the Riemann-Liouville operators of fractional integration as a series involving derivatives (of integer order). The new formulas are valid for functions of class $C^n$, $n \in \mathbb{N}$, and allow us to…
This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…
The aim of this paper is to study certain problems of calculus of variations, that are dependent upon a Lagrange function on a Caputo-type fractional derivative. This type of fractional operator is a generalization of the Caputo and the…
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…