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 …

[HTML][HTML] On history of mathematical economics: Application of fractional calculus

VE Tarasov - Mathematics, 2019 - mdpi.com
Modern economics was born in the Marginal revolution and the Keynesian revolution. These
revolutions led to the emergence of fundamental concepts and methods in economic theory …

Current fluctuations in open quantum systems: Bridging the gap between quantum continuous measurements and full counting statistics

GT Landi, MJ Kewming, MT Mitchison, PP Potts - PRX Quantum, 2024 - APS
Continuously measured quantum systems are characterized by an output current, in the form
of a stochastic and correlated time series, which conveys crucial information about the …

[KNIHA][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 …

[KNIHA][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 …

Application of residual power series method for the solution of time-fractional Schrödinger equations in one-dimensional space

O Abu Arqub - Fundamenta Informaticae, 2019 - journals.sagepub.com
The object of this article is to present the computational solution of the time-fractional
Schrödinger equation subject to given constraint condition based on the generalized Taylor …

[KNIHA][B] Interacting multiagent systems: kinetic equations and Monte Carlo methods

L Pareschi, G Toscani - 2013 - books.google.com
The description of emerging collective phenomena and self-organization in systems
composed of large numbers of individuals has gained increasing interest from various …

[KNIHA][B] Fractional calculus and waves in linear viscoelasticity: an introduction to mathematical models

F Mainardi - 2022 - books.google.com
Fractional Calculus and Waves in Linear Viscoelasticity (Second Edition) is a self-contained
treatment of the mathematical theory of linear (uni-axial) viscoelasticity (constitutive equation …

Analysis of fractional differential equations

K Diethelm, NJ Ford - Journal of Mathematical Analysis and Applications, 2002 - Elsevier
We discuss existence, uniqueness, and structural stability of solutions of nonlinear
differential equations of fractional order. The differential operators are taken in the Riemann …

The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics

R Metzler, J Klafter - Journal of Physics A: Mathematical and …, 2004 - iopscience.iop.org
Fractional dynamics has experienced a firm upswing during the past few years, having been
forged into a mature framework in the theory of stochastic processes. A large number of …