Multifractal analysis of financial markets: A review

ZQ Jiang, WJ **e, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

Lévy walks

V Zaburdaev, S Denisov, J Klafter - Reviews of Modern Physics, 2015 - APS
Random walk is a fundamental concept with applications ranging from quantum physics to
econometrics. Remarkably, one specific model of random walks appears to be ubiquitous …

Fractional differential equations

B ** - 2021 - Springer
Fractional differential equations (FDES), ie, differential equations involving fractional-order
derivatives, have received much recent attention in engineering, physics, biology and …

[KÖNYV][B] Mittag-Leffler functions, related topics and applications

R Gorenflo, AA Kilbas, F Mainardi, SV Rogosin - 2020 - Springer
Mittag-Leffler Functions, Related Topics and Applications Page 1 Springer Monographs in
Mathematics Rudolf Gorenflo Anatoly A. Kilbas Francesco Mainardi Sergei Rogosin Mittag-Leffler …

[KÖNYV][B] Numerical methods for fractional calculus

C Li, F Zeng - 2015 - books.google.com
This book provides efficient and reliable numerical methods for solving fractional calculus
problems. It focuses on numerical techniques for fractional integrals, derivatives, and …

[KÖNYV][B] Basic theory of fractional differential equations

Y Zhou - 2023 - books.google.com
This accessible monograph is devoted to a rapidly develo** area on the research of
qualitative theory of fractional ordinary differential equations and evolution equations. It is …

Brownian yet non-Gaussian diffusion: from superstatistics to subordination of diffusing diffusivities

AV Chechkin, F Seno, R Metzler, IM Sokolov - Physical Review X, 2017 - APS
A growing number of biological, soft, and active matter systems are observed to exhibit
normal diffusive dynamics with a linear growth of the mean-squared displacement, yet with a …

Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking

R Metzler, JH Jeon, AG Cherstvy… - Physical Chemistry …, 2014 - pubs.rsc.org
Modern microscopic techniques following the stochastic motion of labelled tracer particles
have uncovered significant deviations from the laws of Brownian motion in a variety of …

[KÖNYV][B] Fractional calculus: models and numerical methods

D Baleanu, K Diethelm, E Scalas, JJ Trujillo - 2012 - books.google.com
The subject of fractional calculus and its applications (that is, convolution-type pseudo-
differential operators including integrals and derivatives of any arbitrary real or complex …

Multiple solutions for nonhomogeneous Schrödinger–Kirchhoff type equations involving the fractional p-Laplacian in

P Pucci, M **ang, B Zhang - Calculus of Variations and Partial Differential …, 2015 - Springer
In this paper we investigate the existence of multiple solutions for the nonhomogeneous
fractional p-Laplacian equations of Schrödinger–Kirchhoff type M\left (\iint _ R^ 2N| u (x)-u …