This paper proposes a generalized porous media equation with drift as the governing
equation for stock market indexes. The proposed governing equation can be expressed as a …

This paper is concerned with a class of stochastic impulsive evolution system with the
fractional substantial derivative of the order α∈(1, 2). We introduce the fractional substantial …

In this paper, multivariate fractional Brownian motion was used for modeling and predicting
the Custom data and analyzed using discrete wavelet through the variance of the stochastic …

This paper is to determine and predict the fluctuation in the yearly and forecast of a bank in
the stock market. The smoothened price, un Smoothened price and the trend estimation for …

There have been much interest in analysis of stochastic differential equation with long
memory, represented by fractional diffusion process, this property have been proved itself in …

This paper proposes a governing equation for stock market indexes that accounts for non-
stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time …