Space-time fractional porous media equation: Application on modeling of S&P500 price return-Reference-Cited by-同舟云学术

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Space-time fractional porous media equation: Application on modeling of S&P500 price return

Published:2021-11-30 Issue:5 Volume:104 Page:
ISSN:2470-0045
Container-title:Physical Review E
language:en
Short-container-title:Phys. Rev. E

Author:

Gharari Fatemeh^ORCID,Arias-Calluari Karina^ORCID,Alonso-Marroquin Fernando,Najafi Morteza N.

Publisher

American Physical Society (APS)

Link

http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.104.054140/fulltext

Reference98 articles.

1. Levy walks with applications to turbulence and chaos

2. Front Dynamics in Reaction-Diffusion Systems with Levy Flights: A Fractional Diffusion Approach

3. Fractional Transport in Strongly Turbulent Plasmas

4. A Lévy flight for light

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2. A family of nonlinear diffusion equations related to the q-error function;Physica A: Statistical Mechanics and its Applications;2024-02

3. Modified Newton successive over-relaxation for solving Caputo fractional porous medium equations;Recent Trends in Fractional Calculus and Its Applications;2024

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