Ascione, Giacomo; Bufalo, Michele; Orlando, Giuseppe Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach. (English) Zbl 07793568 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107761, 12 p. (2024). MSC: 91B05 60H30 60J65 PDFBibTeX XMLCite \textit{G. Ascione} et al., Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107761, 12 p. (2024; Zbl 07793568) Full Text: DOI arXiv
Eliazar, Iddo Power Brownian motion. (English) Zbl 07789628 J. Phys. A, Math. Theor. 57, No. 3, Article ID 03LT01, 12 p. (2024). MSC: 60-XX 91-XX PDFBibTeX XMLCite \textit{I. Eliazar}, J. Phys. A, Math. Theor. 57, No. 3, Article ID 03LT01, 12 p. (2024; Zbl 07789628) Full Text: DOI OA License
Gajda, Janusz; Grzesiek, Aleksandra; Wyłomańska, Agnieszka Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination. (English) Zbl 1515.62097 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 9, 17 p. (2023). MSC: 62P05 91G20 60G51 PDFBibTeX XMLCite \textit{J. Gajda} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 9, 17 p. (2023; Zbl 1515.62097) Full Text: DOI
Sweilam, Nasser H.; Assiri, Taghreed A.; Hasan, Muner M. Abou Optimal control problem of variable-order delay system of advertising procedure: numerical treatment. (English) Zbl 1487.49060 Discrete Contin. Dyn. Syst., Ser. S 15, No. 5, 1247-1268 (2022). MSC: 49S05 26A33 49M25 65L03 91B16 91B26 PDFBibTeX XMLCite \textit{N. H. Sweilam} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 5, 1247--1268 (2022; Zbl 1487.49060) Full Text: DOI
Lv, Longjin; Zheng, Changjuan; Wang, Luna Option pricing under the subordinated market models. (English) Zbl 1490.91216 Discrete Dyn. Nat. Soc. 2022, Article ID 6213803, 8 p. (2022). MSC: 91G20 PDFBibTeX XMLCite \textit{L. Lv} et al., Discrete Dyn. Nat. Soc. 2022, Article ID 6213803, 8 p. (2022; Zbl 1490.91216) Full Text: DOI
Gontis, V. Order flow in the financial markets from the perspective of the fractional Lévy stable motion. (English) Zbl 1504.62158 Commun. Nonlinear Sci. Numer. Simul. 105, Article ID 106087, 11 p. (2022). MSC: 62P05 62M10 60G22 91G15 PDFBibTeX XMLCite \textit{V. Gontis}, Commun. Nonlinear Sci. Numer. Simul. 105, Article ID 106087, 11 p. (2022; Zbl 1504.62158) Full Text: DOI arXiv
Li, Hua; Xu, Yong; Metzler, Ralf; Kurths, Jürgen Transition path properties for one-dimensional systems driven by Poisson white noise. (English) Zbl 1496.60031 Chaos Solitons Fractals 141, Article ID 110293, 19 p. (2020). MSC: 60G17 60G55 91G70 91G80 PDFBibTeX XMLCite \textit{H. Li} et al., Chaos Solitons Fractals 141, Article ID 110293, 19 p. (2020; Zbl 1496.60031) Full Text: DOI
Goufo, Emile F. Doungmo; Khumalo, M.; Toudjeu, Ignace Tchangou; Yildirim, Ahmet Mathematical application of a non-local operator in language evolutionary theory. (English) Zbl 1495.92045 Chaos Solitons Fractals 131, Article ID 109541, 11 p. (2020). MSC: 92D15 91F20 PDFBibTeX XMLCite \textit{E. F. D. Goufo} et al., Chaos Solitons Fractals 131, Article ID 109541, 11 p. (2020; Zbl 1495.92045) Full Text: DOI
Kukacka, Jiri; Kristoufek, Ladislav Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (English) Zbl 1514.91183 J. Econ. Dyn. Control 113, Article ID 103855, 23 p. (2020). MSC: 91G15 28A80 62P05 62M10 PDFBibTeX XMLCite \textit{J. Kukacka} and \textit{L. Kristoufek}, J. Econ. Dyn. Control 113, Article ID 103855, 23 p. (2020; Zbl 1514.91183) Full Text: DOI
Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao Correlated continuous time random walk and option pricing. (English) Zbl 1400.91601 Physica A 447, 100-107 (2016). MSC: 91G20 91G70 PDFBibTeX XMLCite \textit{L. Lv} et al., Physica A 447, 100--107 (2016; Zbl 1400.91601) Full Text: DOI
Buonocore, R. J.; Aste, T.; Di Matteo, T. Measuring multiscaling in financial time-series. (English) Zbl 1415.91323 Chaos Solitons Fractals 88, 38-47 (2016). MSC: 91G70 62P05 62M10 60F05 28A80 PDFBibTeX XMLCite \textit{R. J. Buonocore} et al., Chaos Solitons Fractals 88, 38--47 (2016; Zbl 1415.91323) Full Text: DOI arXiv
Doungmo Goufo, Emile Franc Stability and convergence analysis of a variable order replicator-mutator process in a moving medium. (English) Zbl 1343.92340 J. Theor. Biol. 403, 178-187 (2016). MSC: 92D15 92D25 91A22 PDFBibTeX XMLCite \textit{E. F. Doungmo Goufo}, J. Theor. Biol. 403, 178--187 (2016; Zbl 1343.92340) Full Text: DOI
Jiang, Wei; Chen, Zhong A collocation method based on reproducing kernel for a modified anomalous subdiffusion equation. (English) Zbl 1285.65065 Numer. Methods Partial Differ. Equations 30, No. 1, 289-300 (2014). Reviewer: Fernando Casas (Castellon) MSC: 65M70 35K05 35R11 46E22 60G50 91G60 PDFBibTeX XMLCite \textit{W. Jiang} and \textit{Z. Chen}, Numer. Methods Partial Differ. Equations 30, No. 1, 289--300 (2014; Zbl 1285.65065) Full Text: DOI
Eisler, Zoltán; Kertész, János; Lillo, Fabrizio; Mantegna, Rosario N. Diffusive behavior and the modeling of characteristic times in limit order executions. (English) Zbl 1176.91045 Quant. Finance 9, No. 5, 547-563 (2009). MSC: 91B24 91B26 91B82 62P05 PDFBibTeX XMLCite \textit{Z. Eisler} et al., Quant. Finance 9, No. 5, 547--563 (2009; Zbl 1176.91045) Full Text: DOI arXiv
Podlubny, Igor; Chechkin, Aleksei; Skovranek, Tomas; Chen, Yangquan; Vinagre Jara, Blas M. Matrix approach to discrete fractional calculus. II: Partial fractional differential equations. (English) Zbl 1160.65308 J. Comput. Phys. 228, No. 8, 3137-3153 (2009). MSC: 65D25 65M06 91B82 65Z05 PDFBibTeX XMLCite \textit{I. Podlubny} et al., J. Comput. Phys. 228, No. 8, 3137--3153 (2009; Zbl 1160.65308) Full Text: DOI arXiv