Contents Introduction Original Black-Scholes Formula Fractional Brownian Motion Applications of Wick-Itˆ o Stochastic Calculus in Finance Other Developments & Future Works References

Consists of fractional calculus, solving linear Fractional Order Differential Equations (FODE), Source code and comparison of various Mittag Leffler functions, Source code and #D representation Fractional Order Grunwald Letnikov Derivative, New Bhale

到目前为止，分数阶微分算子和分数阶积分算子在粘弹性理论中得到了最广泛的应恩．许多文献孛提到应用分数阶微分作为糕弹性材辫的数学模型是俘缀塞然的事情。值得一提的是，分数阶理论之所以在粘弹性材料建模上得到如此大的发展的主要原因是分数阶材料在工程领域的广泛应用．并且，只要给予适当的假设，几乎所有的分数酚模型都麓很好豹舞纳材瓣的变形特征，并对解释实际阕题起着糨当大的俸用-So far, the fractional differential operator and fractional integral