Stochastic Differential Equations on Fractal Sets
| dc.contributor.author | Golmankhaneh, Alireza K. | |
| dc.contributor.author | Tunc, Cemil | |
| dc.date.accessioned | 2025-05-10T17:34:59Z | |
| dc.date.available | 2025-05-10T17:34:59Z | |
| dc.date.issued | 2020 | |
| dc.description | Tunc, Cemil/0000-0003-2909-8753; Khalili Golmankhaneh, Alireza/0000-0002-5008-0163 | en_US |
| dc.description.abstract | In this manuscript, we review fractal calculus and random processes. Random variables and processes on totally disconnected fractal sets are defined. Random walks on fractal middle-xi Cantor sets are suggested and corresponding variances are given which are power laws. The mean square stochastic calculus is generalized on fractal sets, which can lead to the standard case by setting dimension . Furthermore, we solve a fractal stochastic differential equation using the Frobenius method. Graphs are presented to give more details. | en_US |
| dc.description.sponsorship | Scientific and Technological Research Council of Turkey (TUBITAK) [2221-2018/3] | en_US |
| dc.description.sponsorship | This research was completed with the support of the Scientific and Technological Research Council of Turkey (TUBITAK) (2221-Fellowships for Visiting Scientists and Scientists on Sabbatical Leave 2221-2018/3 period) when Alireza Khalili Golmankhaneh was a visiting scholar at Van Yuzuncu Yil University, Van, Turkey. | en_US |
| dc.identifier.doi | 10.1080/17442508.2019.1697268 | |
| dc.identifier.issn | 1744-2508 | |
| dc.identifier.issn | 1744-2516 | |
| dc.identifier.scopus | 2-s2.0-85075956318 | |
| dc.identifier.uri | https://doi.org/10.1080/17442508.2019.1697268 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14720/13986 | |
| dc.language.iso | en | en_US |
| dc.publisher | Taylor & Francis Ltd | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Staircase Function | en_US |
| dc.subject | Middle-Xi Cantor Sets | en_US |
| dc.subject | Fractal Mean Square Calculus | en_US |
| dc.subject | Fractal Stochastic Equations | en_US |
| dc.subject | Fractal Random Process | en_US |
| dc.title | Stochastic Differential Equations on Fractal Sets | en_US |
| dc.type | Article | en_US |
| dspace.entity.type | Publication | |
| gdc.author.id | Tunc, Cemil/0000-0003-2909-8753 | |
| gdc.author.id | Khalili Golmankhaneh, Alireza/0000-0002-5008-0163 | |
| gdc.author.scopusid | 25122552100 | |
| gdc.author.scopusid | 6603328862 | |
| gdc.author.wosid | Tunç, Cemil/Afh-0945-2022 | |
| gdc.author.wosid | Khalili Golmankhaneh, Alireza/L-1554-2013 | |
| gdc.coar.access | metadata only access | |
| gdc.coar.type | text::journal::journal article | |
| gdc.description.department | T.C. Van Yüzüncü Yıl Üniversitesi | en_US |
| gdc.description.departmenttemp | [Golmankhaneh, Alireza K.] Islamic Azad Univ, Urmia Branch, Young Researchers & Elite Club, Orumiyeh, Iran; [Tunc, Cemil] Van Yuzuncu Yil Univ, Fac Sci, Dept Math, Van, Turkey | en_US |
| gdc.description.endpage | 1260 | en_US |
| gdc.description.issue | 8 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| gdc.description.scopusquality | Q3 | |
| gdc.description.startpage | 1244 | en_US |
| gdc.description.volume | 92 | en_US |
| gdc.description.woscitationindex | Science Citation Index Expanded | |
| gdc.description.wosquality | N/A | |
| gdc.identifier.wos | WOS:000500114700001 | |
| gdc.index.type | WoS | |
| gdc.index.type | Scopus |