**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**13537

# Search results for: fractional brownian model

##### 13537 Mixed Sub-Fractional Brownian Motion

**Authors:**
Mounir Zili

**Abstract:**

**Keywords:**
mixed Gaussian processes,
Sub-fractional Brownian motion,
sample paths

##### 13536 Mixed-Sub Fractional Brownian Motion

**Authors:**
Mounir Zili

**Abstract:**

**Keywords:**
fractal dimensions,
mixed gaussian processes,
sample paths,
sub-fractional brownian motion

##### 13535 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

**Authors:**
Changhong Guo,
Shaomei Fang,
Yong He

**Abstract:**

**Keywords:**
European option pricing,
fractional Black-Scholes equations,
fractional g-Brownian motion,
Taylor's series of fractional order,
uncertain volatility

##### 13534 Lie Symmetry Treatment for Pricing Options with Transactions Costs under the Fractional Black-Scholes Model

**Authors:**
B. F. Nteumagne,
E. Pindza,
E. Mare

**Abstract:**

**Keywords:**
fractional brownian model,
symmetry,
transaction cost,
option pricing

##### 13533 Approximation of the Time Series by Fractal Brownian Motion

**Authors:**
Valeria Bondarenko

**Abstract:**

**Keywords:**
fractional Brownian motion,
Gausssian processes,
approximation,
time series,
estimation of properties of the model

##### 13532 Distribution of Maximum Loss of Fractional Brownian Motion with Drift

**Authors:**
Ceren Vardar Acar,
Mine Caglar

**Abstract:**

**Keywords:**
maximum drawdown,
maximum loss,
fractional brownian motion,
large deviation,
Gaussian process

##### 13531 Weak Solutions Of Stochastic Fractional Differential Equations

**Authors:**
Lev Idels,
Arcady Ponosov

**Abstract:**

**Keywords:**
delay equations,
operator methods,
stochastic noise,
weak solutions

##### 13530 Numerical Solutions of Fractional Order Epidemic Model

**Authors:**
Sadia Arshad,
Ayesha Sohail,
Sana Javed,
Khadija Maqbool,
Salma Kanwal

**Abstract:**

**Keywords:**
Fractional diﬀerential equation,
Numerical simulations,
epidemic model,
transmission dynamics

##### 13529 Application of Fractional Model Predictive Control to Thermal System

**Authors:**
Aymen Rhouma,
Khaled Hcheichi,
Sami Hafsi

**Abstract:**

*.*

**Keywords:**
fractional model predictive control,
fractional order systems,
thermal system,
predictive control

##### 13528 Cellular Automata Using Fractional Integral Model

**Authors:**
Yasser F. Hassan

**Abstract:**

**Keywords:**
fractional integral,
cellular automata,
memory,
learning

##### 13527 Fractional Calculus into Structural Dynamics

**Authors:**
Jorge Lopez

**Abstract:**

**Keywords:**
coupled oscillators,
fractional calculus,
fractional oscillator,
structural dynamics

##### 13526 Solutions of Fractional Reaction-Diffusion Equations Used to Model the Growth and Spreading of Biological Species

**Authors:**
Kamel Al-Khaled

**Abstract:**

**Keywords:**
fractional partial differential equations,
reaction-diﬀusion equations,
adomian decomposition,
biological species

##### 13525 A Dynamical Study of Fractional Order Obesity Model by a Combined Legendre Wavelet Method

**Authors:**
Hakiki Kheira,
Belhamiti Omar

**Abstract:**

**Keywords:**
Caputo derivative,
epidemiology,
Legendre wavelet method,
obesity

##### 13524 Modified Fractional Curl Operator

**Authors:**
Rawhy Ismail

**Abstract:**

**Keywords:**
curl operator,
fractional calculus,
fractional curl operators,
Maxwell equations

##### 13523 Flow and Heat Transfer of a Nanofluid over a Shrinking Sheet

**Authors:**
N. Bachok,
N. L. Aleng,
N. M. Arifin,
A. Ishak,
N. Senu

**Abstract:**

**Keywords:**
Boundary layer,
nanofluid,
shrinking sheet,
Brownian motion,
thermophoresis,
similarity solution

##### 13522 Fractional-Order PI Controller Tuning Rules for Cascade Control System

**Authors:**
Truong Nguyen Luan Vu,
Le Hieu Giang,
Le Linh

**Abstract:**

**Keywords:**
Bode’s ideal transfer function,
fractional calculus,
fractional–order proportional integral (FOPI) controller,
cascade control system

##### 13521 Operational Matrix Method for Fuzzy Fractional Reaction Diffusion Equation

**Authors:**
Sachin Kumar

**Abstract:**

**Keywords:**
fractional PDE,
fuzzy valued function,
diffusion equation,
Legendre polynomial,
spectral method

##### 13520 A New Fuzzy Fractional Order Model of Transmission of Covid-19 With Quarantine Class

**Authors:**
Asma Hanif,
A. I. K. Butt,
Shabir Ahmad,
Rahim Ud Din,
Mustafa Inc

**Abstract:**

**Keywords:**
Caputo fractional derivative,
existence and uniqueness,
gronwall inequality,
Lyapunov theory

##### 13519 Fractional Order Differentiator Using Chebyshev Polynomials

**Authors:**
Koushlendra Kumar Singh,
Manish Kumar Bajpai,
Rajesh Kumar Pandey

**Abstract:**

**Keywords:**
fractional order derivative,
chebyshev
polynomials,
signals,
S-G differentiator

##### 13518 Fractional Euler Method and Finite Difference Formula Using Conformable Fractional Derivative

**Authors:**
Ramzi B. Albadarneh

**Abstract:**

**Keywords:**
conformable fractional derivative,
finite difference formula,
fractional derivative,
finite difference formula

##### 13517 Caputo-Type Fuzzy Fractional Riccati Differential Equations with Fuzzy Initial Conditions

**Authors:**
Trilok Mathur,
Shivi Agarwal

**Abstract:**

**Keywords:**
Caputo-type fuzzy fractional derivative,
Fractional Riccati differential equations,
Laplace-Adomian-Pade method,
Mittag Leffler function

##### 13516 Estimation of Thermal Conductivity of Nanofluids Using MD-Stochastic Simulation-Based Approach

**Authors:**
Sujoy Das,
M. M. Ghosh

**Abstract:**

**Keywords:**
brownian dynamics,
molecular dynamics,
nanofluid,
thermal conductivity

##### 13515 Anisotropic Total Fractional Order Variation Model in Seismic Data Denoising

**Authors:**
Jianwei Ma,
Diriba Gemechu

**Abstract:**

**Keywords:**
anisotropic total fractional order variation,
fractional order bounded variation,
seismic random noise attenuation,
split Bregman algorithm

##### 13514 Reduced Differential Transform Methods for Solving the Fractional Diffusion Equations

**Authors:**
Yildiray Keskin,
Omer Acan,
Murat Akkus

**Abstract:**

**Keywords:**
fractional diffusion equations,
Caputo fractional derivative,
reduced differential transform method,
partial

##### 13513 Relation between Roots and Tangent Lines of Function in Fractional Dimensions: A Method for Optimization Problems

**Authors:**
Ali Dorostkar

**Abstract:**

**Keywords:**
tangent line,
fractional dimension,
root,
optimization problem

##### 13512 Design Fractional-Order Terminal Sliding Mode Control for Synchronization of a Class of Fractional-Order Chaotic Systems with Uncertainty and External Disturbances

**Authors:**
Shabnam Pashaei,
Mohammadali Badamchizadeh

**Abstract:**

**Keywords:**
terminal sliding mode control,
fractional-order calculus,
chaotic systems,
synchronization

##### 13511 Lyapunov Type Inequalities for Fractional Impulsive Hamiltonian Systems

**Authors:**
Kazem Ghanbari,
Yousef Gholami

**Abstract:**

**Keywords:**
fractional derivatives and integrals,
Hamiltonian system,
Lyapunov-type inequalities,
stability,
disconjugacy

##### 13510 Online Robust Model Predictive Control for Linear Fractional Transformation Systems Using Linear Matrix Inequalities

**Authors:**
Peyman Sindareh Esfahani,
Jeffery Kurt Pieper

**Abstract:**

*l*

_{2}-norm of the closed loop system. The characteristic of the linear fractional transformation system is taken into account, and by using some mathematical tools, the robust predictive controller design problem is turned into a linear matrix inequality minimization problem. Afterwards, a formulation which includes an integrator to improve the performance of the proposed robust model predictive controller in steady state condition is studied. The validity of the approaches is illustrated through a robust control benchmark problem.

**Keywords:**
linear fractional transformation,
linear matrix inequality,
robust model predictive control,
state feedback control

##### 13509 Solution of Nonlinear Fractional Programming Problem with Bounded Parameters

**Authors:**
Mrinal Jana,
Geetanjali Panda

**Abstract:**

**Keywords:**
fractional programming,
interval valued function,
interval inequalities,
partial order relation

##### 13508 Chern-Simons Equation in Financial Theory and Time-Series Analysis

**Authors:**
Ognjen Vukovic

**Abstract:**

**Keywords:**
Brownian motion,
Chern-Simons theory,
financial time series,
econophysics