3 papers
q-fin.CP2022
Solution of integrals with fractional Brownian motion for different Hurst indices
Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee +1
In this paper, we will evaluate integrals that define the conditional expectation, variance and characteristic function of stochastic processes with respect to fractional Brownian…
math.AP2022
Global boundedness and Allee effect for a nonlocal time fractional p-Laplacian reaction-diffusion equation
Hui Zhan, Fei Gao, Liujie Guo
The global boundedness and asymptotic behavior are investigated for the solutions of a nonlocal time fractional p-Laplacian reaction-diffusion equation (NTFPLRDE) $$ \frac{\partial…
nlin.CD2019
Dynamics analysis of a novel fractional HBV system with immune delay
Xiaohe Yu, Fei Gao, Xingluan Wang +1
In the theoretical research of Hepatitis B virus, mathematical models of its transmission mechanism have been thoroughly investigated, while the dynamics of the immune process in v…