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Fractional Differential Calculus最新文献

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On asymptotic properties of some neutral differential equations involving Riemann-Liouville fractional derivative 涉及Riemann-Liouville分数阶导数的中立型微分方程的渐近性质
Fractional Differential Calculus Pub Date : 1900-01-01 DOI: 10.7153/fdc-2021-11-13
Anes Moulai-Khatir
{"title":"On asymptotic properties of some neutral differential equations involving Riemann-Liouville fractional derivative","authors":"Anes Moulai-Khatir","doi":"10.7153/fdc-2021-11-13","DOIUrl":"https://doi.org/10.7153/fdc-2021-11-13","url":null,"abstract":"","PeriodicalId":135809,"journal":{"name":"Fractional Differential Calculus","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134141436","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method 用分数阶约微分变换方法求解时空分数阶Black-Scholes欧式期权定价问题
Fractional Differential Calculus Pub Date : 1900-01-01 DOI: 10.7153/fdc-2021-11-01
Manzoor Ahmad, Rajshree Mishra, R. Jain
{"title":"Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method","authors":"Manzoor Ahmad, Rajshree Mishra, R. Jain","doi":"10.7153/fdc-2021-11-01","DOIUrl":"https://doi.org/10.7153/fdc-2021-11-01","url":null,"abstract":"","PeriodicalId":135809,"journal":{"name":"Fractional Differential Calculus","volume":"235 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134068891","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Some new Hermite-Hadamard type inequalities via k-fractional integrals concerning differentiable generalized-m-((h_1^p,h_2^q);(η_1,η_2))-convex mappings 关于可微广义-m-((h_1^p,h_2^q);(η_1，η_2))凸映射的k分数积分的一些新的Hermite-Hadamard型不等式
Fractional Differential Calculus Pub Date : 1900-01-01 DOI: 10.7153/FDC-2019-09-07
A. Kashuri, Rozana Liko
{"title":"Some new Hermite-Hadamard type inequalities via k-fractional integrals concerning differentiable generalized-m-((h_1^p,h_2^q);(η_1,η_2))-convex mappings","authors":"A. Kashuri, Rozana Liko","doi":"10.7153/FDC-2019-09-07","DOIUrl":"https://doi.org/10.7153/FDC-2019-09-07","url":null,"abstract":". The authors discovered a new identity concerning differentiable mappings de fi ned on m -invex set via k -fractional integrals. By using the obtained identity as an auxiliary result, some new estimates with respect to Hermite-Hadamard type inequalities via k -fractional integrals for generalized- m - (( h p 1 , h q 2 ) ; ( η 1 , η 2 )) -convex mappings are presented. It is pointed out that some new special cases can be deduced from main results. At the end, some applications to special means for different positive real numbers are provided as well.","PeriodicalId":135809,"journal":{"name":"Fractional Differential Calculus","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133126928","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On refinements of Hermite-Hadamard type inequalities with generalized fractional integral operators 关于广义分数积分算子的Hermite-Hadamard型不等式的改进
Fractional Differential Calculus Pub Date : 1900-01-01 DOI: 10.7153/fdc-2021-11-08
H. Budak, M. Sarıkaya
{"title":"On refinements of Hermite-Hadamard type inequalities with generalized fractional integral operators","authors":"H. Budak, M. Sarıkaya","doi":"10.7153/fdc-2021-11-08","DOIUrl":"https://doi.org/10.7153/fdc-2021-11-08","url":null,"abstract":"","PeriodicalId":135809,"journal":{"name":"Fractional Differential Calculus","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133294890","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Hermite-Hadamard weighted integral inequalities for (h,m)-convex modified functions (h,m)-凸修正函数的Hermite-Hadamard加权积分不等式
Fractional Differential Calculus Pub Date : 1900-01-01 DOI: 10.7153/fdc-2022-12-15
B. Bayraktar, J. N. Nápoles Valdés
{"title":"Hermite-Hadamard weighted integral inequalities for (h,m)-convex modified functions","authors":"B. Bayraktar, J. N. Nápoles Valdés","doi":"10.7153/fdc-2022-12-15","DOIUrl":"https://doi.org/10.7153/fdc-2022-12-15","url":null,"abstract":". In this paper, some new integral inequalities of the Hermite–Hadamard type are were obtained for ( h , m ) -convex modi fi ed functions. The results are obtained on the basis of the introduced de fi nition of a generalized weighted integral operator by using the convexity property, the well-known H¨older’s inequality and its modi fi cation. Some results existing in the literature are some special cases of our results.","PeriodicalId":135809,"journal":{"name":"Fractional Differential Calculus","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123257972","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Hölder and Minkowski type inequalities for pseudo-fractional integral 伪分数型积分的Hölder和Minkowski型不等式
Fractional Differential Calculus Pub Date : 1900-01-01 DOI: 10.7153/fdc-2022-12-11
D. S. Oliveira, A. Babakhani
{"title":"Hölder and Minkowski type inequalities for pseudo-fractional integral","authors":"D. S. Oliveira, A. Babakhani","doi":"10.7153/fdc-2022-12-11","DOIUrl":"https://doi.org/10.7153/fdc-2022-12-11","url":null,"abstract":"","PeriodicalId":135809,"journal":{"name":"Fractional Differential Calculus","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123472691","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Ostrowski and trapezoid type inequalities for Riemann-Liouville fractional integrals of absolutely continuous functions with bounded derivatives 具有有界导数的绝对连续函数的Riemann-Liouville分数积分的Ostrowski和梯形不等式
Fractional Differential Calculus Pub Date : 1900-01-01 DOI: 10.7153/fdc-2020-10-19
S. Dragomir
{"title":"Ostrowski and trapezoid type inequalities for Riemann-Liouville fractional integrals of absolutely continuous functions with bounded derivatives","authors":"S. Dragomir","doi":"10.7153/fdc-2020-10-19","DOIUrl":"https://doi.org/10.7153/fdc-2020-10-19","url":null,"abstract":"In this paper we establish some Ostrowski and trapezoid type inequalities for the Riemann-Liouville fractional integrals of absolutely continuous functions with bounded derivatives. Applications for mid-point and trapezoid inequalities are provided as well. They generalize the known results holding for the classical Riemann integral. Some examples for convex functions are also given. Mathematics subject classification (2010): 26D15, 26D10, 26D07, 26A33.","PeriodicalId":135809,"journal":{"name":"Fractional Differential Calculus","volume":"154 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124619831","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
On criteria of existence for nonlinear Katugampola fractional differential equations with p-Laplacian operator 带p-拉普拉斯算子的非线性Katugampola分数阶微分方程的存在性判别
Fractional Differential Calculus Pub Date : 1900-01-01 DOI: 10.7153/fdc-2021-11-04
Y. Arioua, Li Ma
{"title":"On criteria of existence for nonlinear Katugampola fractional differential equations with p-Laplacian operator","authors":"Y. Arioua, Li Ma","doi":"10.7153/fdc-2021-11-04","DOIUrl":"https://doi.org/10.7153/fdc-2021-11-04","url":null,"abstract":"This paper is devoted to establishing vital criteria of existence and uniqueness for a class of nonlinear Katugampola fractional differential equations (KFDEs) with p -Laplacian operator subjecting to mixed boundary conditions. The reasoning is inspired by diverse classical fixed point theory, such as the Guo-Krasnosel’skii type fixed point principle and Banach contraction theorem. Additionally, several expressive examples are afforded to show the effectiveness of our theoretical results.","PeriodicalId":135809,"journal":{"name":"Fractional Differential Calculus","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132183859","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Approximation of time fractional Black-Scholes equation via radial kernels and transformations 用径向核和变换逼近时间分数阶Black-Scholes方程
Fractional Differential Calculus Pub Date : 1900-01-01 DOI: 10.7153/FDC-2019-09-06
M. Uddin, Muhammad Taufiq
{"title":"Approximation of time fractional Black-Scholes equation via radial kernels and transformations","authors":"M. Uddin, Muhammad Taufiq","doi":"10.7153/FDC-2019-09-06","DOIUrl":"https://doi.org/10.7153/FDC-2019-09-06","url":null,"abstract":". In the present work, a numerical scheme is constructed for approximation of time fractional Black-Scholes model governing European options. The present numerical scheme has the capability to overcome spurious oscillation in the case of volatility. In the present numerical method, the Laplace transform, radial kernels and quadrature rule are used. The time variable is eliminated by the use of Laplace transform which signi fi cantly reduced the computational cost as compared to the time-marching schemes. The spatial operator is discretized using radial kernels in the local setting which results in sparse differentiation matrices. By Laplace transform the solution is represented as integral along a smooth contour in the complex plane which is then evaluated by quadrature. The proposed numerical scheme is used to price several different European options.","PeriodicalId":135809,"journal":{"name":"Fractional Differential Calculus","volume":"112 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121899943","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 11
Existence results, inequalities and a priori bounds to fractional boundary value problems 分数边值问题的存在性结果、不等式和先验界
Fractional Differential Calculus Pub Date : 1900-01-01 DOI: 10.7153/fdc-2021-11-12
Nicholas Fewster-Young
{"title":"Existence results, inequalities and a priori bounds to fractional boundary value problems","authors":"Nicholas Fewster-Young","doi":"10.7153/fdc-2021-11-12","DOIUrl":"https://doi.org/10.7153/fdc-2021-11-12","url":null,"abstract":"","PeriodicalId":135809,"journal":{"name":"Fractional Differential Calculus","volume":"138 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117278391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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