ListarArtículos Open Access por tema "UNESCO Thesaurus /Fokas method"

Mostrando ítems 1-2 de 2

    • Fractional stochastic heat equation on the Half-Line 

      Arciga Alejandre, Martin Patricio; Ariza Hernandez, Francisco Julian; Sánchez Ortiz, Jorge; Salmerón Rodríguez, Uriel (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 

      Sánchez Ortiz, Jorge; Arciga Alejandre, Martin Patricio; Ariza Hernandez, Francisco Julian; Hernández Pastrana, Juan Carlos (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 ...