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Generating Function: Multiple Orthogonal Polynomials
(Applied Mathematical Sciences, 2016-03-09)
At present, interest in the study of multiple orthogonal polynomials has increased due to the development of simultaneous rational approximation of functions and the link between the two theories. Orthogonal polynomials ...
Fractional stochastic heat equation on the Half-Line
(Applied Mathematical Sciences, 2016-11-12)
In this paper, we consider an initial-boundary value problem for a stochastic non-linear heat equation with Riemann-Liouville spacefractional derivative and white noise on the half-line. We construct the integral representation ...
Stochastic black-scholes equation with time-fractional derivative on the half-line
(International Journal of Pure and Applied Mathematics, 2016-01)
We investigate the pricing of options using a modified Black-Scholes equation with a time-fractional derivative and additive white noise on the half-line. We construct the Green function for the initial-boundary value ...
Holder norm estimate for the fractal Hilbert transform in Douglis analysis
(Springer, 2016-01)
The main goal of this paper is to estimate the Hölder norm of a fractal version of the Hilbert transform in the Douglis analysis context acting from Hölder spaces of Douglis algebra valued functions defined on h-summable curves.