BSDES DRIVEN BY BOTH STANDARD AND FRACTIONAL BROWNIAN MOTIONS WITH NON-LIPSCHITZ CONDITIONS SADIBOU AIDARA

STOCHASTIC ITO-DIFFERENTIAL AND INTEGRAL OF FRACTIONAL-ORDERS A. M. A. EL-SAYED AND H. H. G HASHEM

DOUBLE DIRICHLET AVERAGE OF GENERALIZED BESSEL MAITLAND FUNCTION USING FRACTIONAL DERIVATIVE

On Existence and Uniqueness of Fractional Linear Integro Partial Differential Equation with Evolution Kernel Using Modified Bielecki Method and its Numerical Solution

Numerical Schemes for Black-Scholes Equation with Error Dynamics

OPTIMALITY CONDITIONS OF FRACTIONAL DIFFUSION EQUATIONS WITH WEAK CAPUTO DERIVATIVES AND VARIATIONAL FORMULATION G. M. BAHAA AND QING TANG

On Some Stochastic Integrals and Dold a Stopped Brownian Motion

Fundamental solutions of the fractional diffusion and the fractional Fokker–Planck equations

Fubini theorem for multiparameter stable process

ON THE PROBABILISTIC APPROACH TO THE SOLUTION OF GENERALIZED FRACTIONAL DIFFERENTIAL EQUATIONS OF CAPUTO AND RIEMANN-LIOUVILLE TYPE M. E. HERN ANDEZ-HERNANDEZ, V. N. KOLOKOLTSOV