Related papers: Fractional integration and cointegration
This paper gives a short survey of some basic results related to estimates of fractional integrals and Fourier transforms. It is closely adjoint to our previous survey papers \cite{K1998} and \cite{K2007}. The main methods used in the paper…
In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…
We introduce methods and theory for fractionally cointegrated curve time series. We develop a variance-ratio test to determine the dimensions associated with the nonstationary and stationary subspaces. For each subspace, we apply a local…
The aim of this work is to introduce the main concepts of Fractional Calculus, followed by one of its application to classical electrodynamics, illustrating how non-locality can be interpreted naturally in a fractional scenario. In…
We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…
We propose a setup for fractionally cointegrated time series which is formulated in terms of latent integrated and short-memory components. It accommodates nonstationary processes with different fractional orders and cointegration of…
In this review, we present some fundamental classical and quantum phenomena in view of time fractional formalism. Time fractional formalism is a very useful tool in describing systems with memory and delay. We hope that this study can…
Fractional calculus is a generalization of classical theories of integration and differentiation to arbitrary order (i.e., real or complex numbers). In the last two decades, this new mathematical modeling approach has been widely used to…
Cointegration is an important topic for time-series, and describes a relationship between two series in which a linear combination is stationary. Classically, the test for cointegration is based on a two stage process in which first the…
A Compact Introduction to Fractional Calculus is presented including basic definitions, fractional differential equations and special functions.
Fractional dynamics is a field of study in physics and mechanics investigating the behavior of objects and systems that are characterized by power-law non-locality, power-law long-term memory or fractal properties by using integrations and…
In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…
In recent years, as fractional calculus becomes more and more broadly used in research across different academic disciplines, there are increasing demands for the numerical tools for the computation of fractional…
We are witnessing the birth of a new variety of pharmacokinetics where non-integer-order differential equations are employed to study the time course of drugs in the body: this is dubbed "fractional pharmacokinetics." The presence of…
This course on Feynman integrals starts from the basics, requiring only knowledge from special relativity and undergraduate mathematics. Topics from quantum field theory and advanced mathematics are introduced as they are needed. The course…
In this article we would like to consider some approaches to non-integer integro-differentiations and its implementation in computer algebra system Wolfram Mathematics.
This paper presents a data-integrated framework for learning the dynamics of fractional-order nonlinear systems in both discrete-time and continuous-time settings. The proposed framework consists of two main steps. In the first step,…
In these lectures I will give an introduction to Feynman integrals. In the first part of the course I review the basics of the perturbative expansion in quantum field theories. In the second part of the course I will discuss more advanced…
In this article the current understanding of fundamental particles and their interactions is presented for the interested non-specialist, by adopting a semi-historical path. A discussion on the unresolved problems is also presented.
Fractional calculus is the calculus of differentiation and integration of non-integer orders. In a recently paper (Annals of Physics 323 (2008) 2756-2778), the Fundamental Theorem of Fractional Calculus is highlighted. Based on this…