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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Rami Ahmad El-Nabulsi | en_US |
dc.contributor.author | Alireza Khalili Golmankhaneh | en_US |
dc.date.accessioned | 2022-10-16T07:29:11Z | - |
dc.date.available | 2022-10-16T07:29:11Z | - |
dc.date.issued | 2021-05-01 | en_US |
dc.identifier.issn | 02536102 | en_US |
dc.identifier.other | 2-s2.0-85104234654 | en_US |
dc.identifier.other | 10.1088/1572-9494/abeb05 | en_US |
dc.identifier.uri | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85104234654&origin=inward | en_US |
dc.identifier.uri | http://cmuir.cmu.ac.th/jspui/handle/6653943832/77367 | - |
dc.description.abstract | In this study, we prove that modified diffusion equations, including the generalized Burgers' equation with variable coefficients, can be derived from the Black-Scholes equation with a time-dependent parameter based on the propagator method known in quantum and statistical physics. The extension for the case of a local fractal derivative is also addressed and analyzed. | en_US |
dc.subject | Physics and Astronomy | en_US |
dc.title | Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation | en_US |
dc.type | Journal | en_US |
article.title.sourcetitle | Communications in Theoretical Physics | en_US |
article.volume | 73 | en_US |
article.stream.affiliations | Shenzhen Technology University | en_US |
article.stream.affiliations | Islamic Azad University, Urmia Branch | en_US |
article.stream.affiliations | Chiang Mai University | en_US |
article.stream.affiliations | Mathematics and Physics Divisions | en_US |
Appears in Collections: | CMUL: Journal Articles |
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