We test for long memory in 3and 6-month daily returns series on Eurocurrency deposits denominated in Japanese yen (Euroyen). The fractional differencing parameter is estimated using the spectral regression method. The conflicting evidence obtained from the application of tests against a unit root as well as tests against stationarity provides the motivation for testing for fractional roots. Sig...

The exact solutions of some conformable time fractional PDEs are presented explicitly. The modified Kudryashov method is applied to construct the solutions to the conformable time fractional Regularized Long WaveBurgers (RLW-Burgers, potential Korteweg-de Vries (KdV) and clannish random walker’s parabolic (CRWP) equations. Initially, the predicted solution in the finite series of a rational for...

We aim to present some formulas for the Saigo hypergeometric fractional integral and differential operators involving the generalized Mathieu series Sμ(r), which are expressed in terms of the Hadamard product of the generalized Mathieu series Sμ(r) and the Fox–Wright function pΨq(z). Corresponding assertions for the classical Riemann–Liouville and Erdélyi–Kober fractional integral and different...

Tempered fractional stable motion adds an exponential tempering to the power-law kernel in a linear fractional stable motion, or a shift to the power-law filter in a harmonizable fractional stable motion. Increments from a stationary time series that can exhibit semi-long-range dependence. This paper develops the basic theory of tempered fractional stable processes, including dependence structu...

In this article, the (G ′ /G)-expansion method has been implemented to find the travelling wave solutions of nonlinear evolution equations of fractional order. For this, the fractional complex transformation method has been used to convert fractional order partial differential equation to ordinary differential equation. Then, (G ′ /G)-expansion method has been implemented to celebrate the serie...

This paper presents a series of new results in finite and infinite-memory modeling of discrete-time fractional differences. The introduced normalized finite fractional difference is shown to properly approximate its fractional difference original, in particular in terms of the steady-state properties. A stability analysis is also presented and a recursive computation algorithm is offered for fi...

Fractional tempered stable motion (fTSm) is defined and studied. FTSm has the same covariance structure as fractional Brownian motion, while having tails heavier than Gaussian but lighter than stable. Moreover, in short time it is close to fractional stable Lévy motion, while it is approximately fractional Brownian motion in long time. A series representation of fTSm is derived and used for sim...

In this article, the fractional derivatives in the sense of Caputo, and the homotopy analysis method (HAM) are used to construct the approximate solutions for the nonlinear fractional variant Bussinesq equations with respect to time fractional derivative. The HAM contains a certain auxiliary h parameter which provides us a simple way to adjust and control the convergence region and rate of conv...

Two approaches for defining fractional derivatives of periodic distributions are presented. The first is a distributional version of the Weyl fractional derivative in which a derivative of arbitrary order of a periodic distribution is defined via Fourier series. The second is based on the Grünwald-Letnikov formula for defining a fractional derivative as a limit of a fractional difference quotie...

In this paper, we tried to evaluate the fractional derivatives by using the Chebyshev series expansion. We discuss the indefinite quadrature rule to estimate the fractional derivatives of Riemann-Liouville type.