IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v180y2024ics0960077924001504.html
   My bibliography  Save this article

Generalized fractional calculus on time scales based on the generalized Laplace transform

Author

Listed:
  • Li, Xin
  • Ma, Weiyuan
  • Bao, Xionggai

Abstract

This paper aims to develop definitions and properties about the generalized Laplace transform, fractional integral and derivative on time scales. On the basis of the α−derivative and generalized exponential function, the Laplace transform is extended to the generalized case with respect to another function on time scales. Then, the generalized fractional integral and derivative on time scales are defined by employing the inverse generalized Laplace transform to unify a variety of definitions about continuous and discrete fractional calculus. Moreover, some significant theorems are derived to further increase the availability of these proposed operators. Finally, two examples with different kernel functions are given to verify the feasibility of the theoretical results.

Suggested Citation

  • Li, Xin & Ma, Weiyuan & Bao, Xionggai, 2024. "Generalized fractional calculus on time scales based on the generalized Laplace transform," Chaos, Solitons & Fractals, Elsevier, vol. 180(C).
  • Handle: RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924001504
    DOI: 10.1016/j.chaos.2024.114599
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077924001504
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2024.114599?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ismail, G.M. & Abdl-Rahim, H.R. & Abdel-Aty, A. & Kharabsheh, R. & Alharbi, W. & Abdel-Aty, M., 2020. "An analytical solution for fractional oscillator in a resisting medium," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
    2. Ting-Ting Song & Guo-Cheng Wu & Jia-Li Wei, 2022. "Hadamard Fractional Calculus On Time Scales," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 30(07), pages 1-14, November.
    3. Bouchard, Bruno & Touzi, Nizar, 2004. "Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 111(2), pages 175-206, June.
    Full references (including those not matched with items on IDEAS)

    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.
    1. Fujii, Masaaki & Takahashi, Akihiko, 2019. "Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions," Stochastic Processes and their Applications, Elsevier, vol. 129(5), pages 1492-1532.
    2. Bouchard Bruno & Tan Xiaolu & Warin Xavier & Zou Yiyi, 2017. "Numerical approximation of BSDEs using local polynomial drivers and branching processes," Monte Carlo Methods and Applications, De Gruyter, vol. 23(4), pages 241-263, December.
    3. Masaaki Fujii & Akihiko Takahashi, 2015. "Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 22(3), pages 283-304, September.
    4. Masaaki Fujii & Akihiko Takahshi, 2015. "Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method," CIRJE F-Series CIRJE-F-954, CIRJE, Faculty of Economics, University of Tokyo.
    5. Jean-Franc{c}ois Chassagneux & Junchao Chen & Noufel Frikha, 2022. "Deep Runge-Kutta schemes for BSDEs," Papers 2212.14372, arXiv.org.
    6. Gobet, Emmanuel & Labart, Céline, 2007. "Error expansion for the discretization of backward stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 117(7), pages 803-829, July.
    7. Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli, 2021. "A Fully Quantization-based Scheme for FBSDEs," Working Papers 07/2021, University of Verona, Department of Economics.
    8. Jean-Franc{c}ois Chassagneux & Mohan Yang, 2021. "Numerical approximation of singular Forward-Backward SDEs," Papers 2106.15496, arXiv.org.
    9. Le Cavil Anthony & Oudjane Nadia & Russo Francesco, 2018. "Monte-Carlo algorithms for a forward Feynman–Kac-type representation for semilinear nonconservative partial differential equations," Monte Carlo Methods and Applications, De Gruyter, vol. 24(1), pages 55-70, March.
    10. Lucio Fiorin & Gilles Pagès & Abass Sagna, 2019. "Product Markovian Quantization of a Diffusion Process with Applications to Finance," Methodology and Computing in Applied Probability, Springer, vol. 21(4), pages 1087-1118, December.
    11. Masaaki Fujii, 2014. "A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing," CARF F-Series CARF-F-343, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Dec 2014.
    12. Aïd, René & Campi, Luciano & Langrené, Nicolas & Pham, Huyên, 2014. "A probabilistic numerical method for optimal multiple switching problems in high dimension," LSE Research Online Documents on Economics 63011, London School of Economics and Political Science, LSE Library.
    13. Masaaki Fujii & Akihiko Takahashi, 2016. "Solving Backward Stochastic Differential Equations with quadratic-growth drivers by Connecting the Short-term Expansions," Papers 1606.04285, arXiv.org, revised May 2018.
    14. Masaaki Fujii & Akihiko Takahashi & Masayuki Takahashi, 2019. "Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets)," CARF F-Series CARF-F-456, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    15. dos Reis, Gonçalo & Réveillac, Anthony & Zhang, Jianing, 2011. "FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity," Stochastic Processes and their Applications, Elsevier, vol. 121(9), pages 2114-2150, September.
    16. Andrew Lesniewski & Anja Richter, 2016. "Managing counterparty credit risk via BSDEs," Papers 1608.03237, arXiv.org, revised Aug 2016.
    17. Kraft, Holger & Seifried, Frank Thomas, 2013. "Stochastic differential utility as the continuous-time limit of recursive utility," SAFE Working Paper Series 17, Leibniz Institute for Financial Research SAFE.
    18. Pelsser Antoon & Gnameho Kossi, 2019. "A Monte Carlo method for backward stochastic differential equations with Hermite martingales," Monte Carlo Methods and Applications, De Gruyter, vol. 25(1), pages 37-60, March.
    19. Alyami, Maryam Ahmed & Darwish, Mohamed Abdalla, 2020. "On asymptotic stable solutions of a quadratic Erdélyi-Kober fractional functional integral equation with linear modification of the arguments," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
    20. Stefan Geiss & Emmanuel Gobet, 2010. "Fractional smoothness and applications in finance," Papers 1004.3577, arXiv.org.

    Corrections

    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:180:y:2024:i:c:s0960077924001504. 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.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.