Novel Approaches for Getting the Solution of the Fractional Black–Scholes Equation Described by Mittag-Leffler Fractional Derivative

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Mittag-Leffler-Hyers-Ulam Stability of Fractional Differential Equation

In this article, we study the Mittag-Leffler-Hyers-Ulam and Mittag-Leffler-Hyers-Ulam-Rassias stability of a class of fractional differential equation with boundary condition.

متن کامل

Fractional differential equations for the generalized Mittag-Leffler function

*Correspondence: [email protected] 3Department of Mathematical Sciences, UAE University, Al Ain, United Arab Emirates Full list of author information is available at the end of the article Abstract In this paper, we establish some (presumably new) differential equation formulas for the extended Mittag-Leffler-type function by using the Saigo-Maeda fractional differential operators involvin...

متن کامل

The Role of the Mittag-Leffler Function in Fractional Modeling

This is a survey paper illuminating the distinguished role of the Mittag-Leffler function and its generalizations in fractional analysis and fractional modeling. The content of the paper is connected to the recently published monograph by Rudolf Gorenflo, Anatoly Kilbas, Francesco Mainardi and Sergei Rogosin.

متن کامل

Fractional integral operators and the multiindex Mittag-Leffler functions

The aim of this paper is to study some properties of multiindex Mittag-Leffler type function E(1/ρj),(μj)(z) introduced by Kiryakova [V. Kiryakova, J. Comput. Appl. Math. 118 (2000), 241-259]. Here we establish certain theorems which provide the image of this function under the Saigo’s fractional integral operators. The results derived are of general character and give rise to a number of known...

متن کامل

Fractional Calculus of the Generalized Mittag-Leffler Type Function

We introduce and study a new function called R-function, which is an extension of the generalized Mittag-Leffler function. We derive the relations that exist between the R-function and Saigo fractional calculus operators. Some results derived by Samko et al. (1993), Kilbas (2005), Kilbas and Saigo (1995), and Sharma and Jain (2009) are special cases of the main results derived in this paper.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Discrete Dynamics in Nature and Society

سال: 2020

ISSN: 1026-0226,1607-887X

DOI: 10.1155/2020/8047347