Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation

作     者：Rami Ahmad EI-Nabulsi Alireza Khalili Golmankhaneh Rami Ahmad El-Nabulsi;Alireza Khalili Golmankhaneh

作者机构：Biomedical Device Innovation CenterShenzhen Technology University3002 Lantian RoadPingshan DistrictShenzhen518118China Research Center for Quantum TechnologyFaculty of ScienceChiang Mai UniversityChiang Mai50200Thailand Athens Institute for Education and ResearchMathematics and Physics Divisions8 Valaoritou StreetKolonaki10671AthensGreece Department of PhysicsUrmia BranchIslamic Azad UniversityUrmiaIran 

出 版 物：《Communications in Theoretical Physics》 (理论物理通讯（英文版）)

年 卷 期：2021年第73卷第5期

页      面：10-17页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：The authors would like to thank the anonymous referees for their useful comments and valuable suggestions 

主　　题：Black-Scholes equation heat kernels modified diffusion equations generalized Burger's equation fractal calculus 

摘      要：In this study,we prove that modified diffusion equations,including the generalized Burgers equation with variable coefficients,can be derived from the Black-Scholes equation with a time-dependent parameter based on the propagator method known in quantum and statistical *** extension for the case of a local fractal derivative is also addressed and analyzed.