Representation of solutions to tempered delayed ψ-fractional systems with noncommutative coefficients
Author
Abstract
Suggested Citation
DOI: 10.1016/j.chaos.2025.116392
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Yang, Xiao-Jun & Machado, J.A. Tenreiro, 2017. "A new fractional operator of variable order: Application in the description of anomalous diffusion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 276-283.
- Cartea, Álvaro & del-Castillo-Negrete, Diego, 2007.
"Fractional diffusion models of option prices in markets with jumps,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 374(2), pages 749-763.
- Alvaro Cartea & Diego del-Castillo-Negrete, 2006. "Fractional Diffusion Models of Option Prices in Markets with Jumps," Birkbeck Working Papers in Economics and Finance 0604, Birkbeck, Department of Economics, Mathematics & Statistics.
- Mahmudov, Nazim I. & Aydın, Mustafa, 2021. "Representation of solutions of nonhomogeneous conformable fractional delay differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
- Li, Mengmeng & Wang, JinRong, 2018. "Exploring delayed Mittag-Leffler type matrix functions to study finite time stability of fractional delay differential equations," Applied Mathematics and Computation, Elsevier, vol. 324(C), pages 254-265.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Aydin, Mustafa & Mahmudov, Nazim I., 2022. "On a study for the neutral Caputo fractional multi-delayed differential equations with noncommutative coefficient matrices," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
- Tarasov, Vasily E. & Tarasova, Valentina V., 2018. "Macroeconomic models with long dynamic memory: Fractional calculus approach," Applied Mathematics and Computation, Elsevier, vol. 338(C), pages 466-486.
- Kui Liu & Michal Fečkan & D. O’Regan & JinRong Wang, 2019. "Hyers–Ulam Stability and Existence of Solutions for Differential Equations with Caputo–Fabrizio Fractional Derivative," Mathematics, MDPI, vol. 7(4), pages 1-14, April.
- Yi-Long Hsiao & Chien-Jung Ting, 2022. "Pricing Rent-to-Own Options with a Barrier Level: Taking Housing Contracts as an Example," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(5), pages 1-3.
- Saberi Zafarghandi, Fahimeh & Mohammadi, Maryam & Babolian, Esmail & Javadi, Shahnam, 2019. "Radial basis functions method for solving the fractional diffusion equations," Applied Mathematics and Computation, Elsevier, vol. 342(C), pages 224-246.
- G. Fern'andez-Anaya & L. A. Quezada-T'ellez & B. Nu~nez-Zavala & D. Brun-Battistini, 2019. "Katugampola Generalized Conformal Derivative Approach to Inada Conditions and Solow-Swan Economic Growth Model," Papers 1907.00130, arXiv.org.
- Owolabi, Kolade M. & Atangana, Abdon, 2018. "Chaotic behaviour in system of noninteger-order ordinary differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 115(C), pages 362-370.
- Wenting Chen & Kai Du & Xinzi Qiu, 2017. "Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives," Papers 1701.01515, arXiv.org.
- Hamid Boulares & Abdelkader Moumen & Khaireddine Fernane & Jehad Alzabut & Hicham Saber & Tariq Alraqad & Mhamed Benaissa, 2023. "On Solutions of Fractional Integrodifferential Systems Involving Ψ-Caputo Derivative and Ψ-Riemann–Liouville Fractional Integral," Mathematics, MDPI, vol. 11(6), pages 1-10, March.
- Asifa, & Kumam, Poom & Tassaddiq, Asifa & Watthayu, Wiboonsak & Shah, Zahir & Anwar, Talha, 2022. "Modeling and simulation based investigation of unsteady MHD radiative flow of rate type fluid; a comparative fractional analysis," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 201(C), pages 486-507.
- Reem Abdullah Aljedhi & Adem Kılıçman, 2020. "Fractional Partial Differential Equations Associated with L ê vy Stable Process," Mathematics, MDPI, vol. 8(4), pages 1-7, April.
- Aljethi, Reem Abdullah & Kılıçman, Adem, 2023. "Analysis of fractional differential equation and its application to realistic data," Chaos, Solitons & Fractals, Elsevier, vol. 171(C).
- Yuanda Chen & Zailei Cheng & Haixu Wang, 2023. "Option Pricing for the Variance Gamma Model: A New Perspective," Papers 2306.10659, arXiv.org.
- Zhenduo Sun & Nengneng Qing & Xiangzhi Kong, 2023. "Asymptotic Hybrid Projection Lag Synchronization of Nonidentical Variable-Order Fractional Complex Dynamic Networks," Mathematics, MDPI, vol. 11(13), pages 1-17, June.
- Ali Balcı, Mehmet, 2017. "Time fractional capital-induced labor migration model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 477(C), pages 91-98.
- Bohaienko, Vsevolod & Gladky, Anatolij & Romashchenko, Mykhailo & Matiash, Tetiana, 2021. "Identification of fractional water transport model with ψ-Caputo derivatives using particle swarm optimization algorithm," Applied Mathematics and Computation, Elsevier, vol. 390(C).
- Kim, Kyong-Hui & Kim, Nam-Ung & Ju, Dong-Chol & Ri, Ju-Hyang, 2020. "Efficient hedging currency options in fractional Brownian motion model with jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
- Campos, Rafael G. & Huet, Adolfo, 2018. "Numerical inversion of the Laplace transform and its application to fractional diffusion," Applied Mathematics and Computation, Elsevier, vol. 327(C), pages 70-78.
- Paula Morales-Bañuelos & Sebastian Elias Rodríguez Bojalil & Luis Alberto Quezada-Téllez & Guillermo Fernández-Anaya, 2025. "A General Conformable Black–Scholes Equation for Option Pricing," Mathematics, MDPI, vol. 13(10), pages 1-29, May.
- Christopher N. Angstmann & Stuart-James M. Burney & Bruce I. Henry & Byron A. Jacobs & Zhuang Xu, 2023. "A Systematic Approach to Delay Functions," Mathematics, MDPI, vol. 11(21), pages 1-34, November.
More about this item
Keywords
Tempered ψ-fractional derivative; Time-delay system; Variation of constants; Tempered ψ-delayed perturbation of the function; Representation of solution; ψ-Laplace transform;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:196:y:2025:i:c:s0960077925004059. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.