Foundation of stochastic fractional calculus with fractional approximation of stochastic processes

George A. Anastassiou

doi:10.1007/s13398-020-00817-3

Foundation of stochastic fractional calculus with fractional approximation of stochastic processes

Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas ◽

10.1007/s13398-020-00817-3 ◽

2020 ◽

Vol 114 (2) ◽

Cited By ~ 2

Author(s):

George A. Anastassiou

Keyword(s):

Fractional Calculus ◽

Stochastic Processes ◽

Fractional Approximation

Download Full-text

Principles of Stochastic Caputo Fractional Calculus with Fractional Approximation of Stochastic Processes

Generalized Fractional Calculus - Studies in Systems, Decision and Control ◽

10.1007/978-3-030-56962-4_14 ◽

2020 ◽

pp. 283-321

Author(s):

George A. Anastassiou

Keyword(s):

Fractional Calculus ◽

Stochastic Processes ◽

Fractional Approximation

Download Full-text

Trigonometric Caputo Fractional Approximation of Stochastic Processes

Generalized Fractional Calculus - Studies in Systems, Decision and Control ◽

10.1007/978-3-030-56962-4_15 ◽

2020 ◽

pp. 323-353

Author(s):

George A. Anastassiou

Keyword(s):

Stochastic Processes ◽

Fractional Approximation

Download Full-text

Trigonometric Conformable Fractional Approximation of Stochastic Processes

Generalized Fractional Calculus - Studies in Systems, Decision and Control ◽

10.1007/978-3-030-56962-4_17 ◽

2020 ◽

pp. 395-422

Author(s):

George A. Anastassiou

Keyword(s):

Stochastic Processes ◽

Fractional Approximation

Download Full-text

The application of fractional calculus to the simulation of stochastic processes

10.2514/6.1989-792 ◽

1989 ◽

Cited By ~ 2

Author(s):

FRANK TATOM

Keyword(s):

Fractional Calculus ◽

Stochastic Processes

Download Full-text

The Fractional Calculus for Some Stochastic Processes

Stochastic Analysis and Applications ◽

10.1081/sap-120028609 ◽

2004 ◽

Vol 22 (2) ◽

pp. 507-523 ◽

Cited By ~ 8

Author(s):

Fathi M. Hafiz

Keyword(s):

Fractional Calculus ◽

Stochastic Processes

Download Full-text

Statistical Analysis of Stochastic Processes in Time

10.1017/cbo9780511617164 ◽

2004 ◽

Cited By ~ 33

Author(s):

J. K. Lindsey

Keyword(s):

Statistical Analysis ◽

Stochastic Processes

Download Full-text

Stochastic Processes in Demography and Applications

Population Studies ◽

10.1080/0032472031000146086 ◽

1992 ◽

Vol 46 (1) ◽

pp. 172-173

Author(s):

S. Mitra

Keyword(s):

Stochastic Processes

Download Full-text

Distribution-free statistical hypotheses testing for stochastic processes

Optimization ◽

10.1080/02331937408842222 ◽

1974 ◽

Vol 5 (7) ◽

pp. 643-656

Author(s):

R. Ahmad

Keyword(s):

Stochastic Processes ◽

Hypotheses Testing ◽

Distribution Free ◽

Statistical Hypotheses ◽

Statistical Hypotheses Testing

Download Full-text

CRITICAL STOPPING TIMES AND SEMIMARTINGALESOF STOCHASTIC PROCESSES

Acta Mathematica Scientia ◽

10.1016/s0252-9602(17)30702-6 ◽

1994 ◽

Vol 14 (2) ◽

pp. 167-173

Author(s):

Bijin Hu

Keyword(s):

Stochastic Processes ◽

Stopping Times

Download Full-text

Fractional Calculus and its Applications in Physics

10.3389/978-2-88945-958-2 ◽

2019 ◽

Cited By ~ 2

Keyword(s):

Fractional Calculus

Download Full-text