Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/77367
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dc.contributor.authorRami Ahmad El-Nabulsien_US
dc.contributor.authorAlireza Khalili Golmankhanehen_US
dc.date.accessioned2022-10-16T07:29:11Z-
dc.date.available2022-10-16T07:29:11Z-
dc.date.issued2021-05-01en_US
dc.identifier.issn02536102en_US
dc.identifier.other2-s2.0-85104234654en_US
dc.identifier.other10.1088/1572-9494/abeb05en_US
dc.identifier.urihttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85104234654&origin=inwarden_US
dc.identifier.urihttp://cmuir.cmu.ac.th/jspui/handle/6653943832/77367-
dc.description.abstractIn 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.subjectPhysics and Astronomyen_US
dc.titleGeneralized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equationen_US
dc.typeJournalen_US
article.title.sourcetitleCommunications in Theoretical Physicsen_US
article.volume73en_US
article.stream.affiliationsShenzhen Technology Universityen_US
article.stream.affiliationsIslamic Azad University, Urmia Branchen_US
article.stream.affiliationsChiang Mai Universityen_US
article.stream.affiliationsMathematics and Physics Divisionsen_US
Appears in Collections:CMUL: Journal Articles

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