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Found 7,257 Documents (Results 1–100)

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Fractional stochastic differential equations. Applications to Covid-19 modeling. (English) Zbl 07529457

Industrial and Applied Mathematics. Singapore: Springer (ISBN 978-981-19-0728-9/hbk; 978-981-19-0729-6/ebook). xv, 540 p. (2022).
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Special functions of fractional calculus. Applications to diffusion and random search processes (to appear). (English) Zbl 07502796

Singapore: World Scientific (ISBN 978-981-12-5294-5/hbk). 250 p. (2022).
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Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\). (English. Russian original) Zbl 07495295

Differ. Equ. 58, No. 1, 9-14 (2022); translation from Differ. Uravn. 58, No. 1, 11-16 (2022).
MSC:  60H10 60H05 60G22
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Identification of continuous-time fractional models from noisy input and output signals. (English) Zbl 1480.93432

Naifar, Omar (ed.) et al., Fractional order systems – control theory and applications. Fundamentals and applications. Cham: Springer. Stud. Syst. Decis. Control 364, 181-216 (2022).
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Stochastic interest rate modeling with fixed income derivative pricing. 3rd edition. (English) Zbl 07291794

Advanced Series on Statistical Science & Applied Probability 22. Singapore: World Scientific (ISBN 978-981-12-2660-1/hbk; 978-981-12-2662-5/ebook). xvii, 354 p. (2022).
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