MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS

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On the ψ-Hilfer fractional derivative (2017, background): “The importance of fractional calculus growth is notable not only in pure and applied mathematics but also in physics, chemistry, engineering, biology, and other [3, 4, 5, 6, 7, 8, 9, 10, 11].”
Stochastic Calculus with Respect to Gaussian Processes (2014, background): “[8]), among many others (see [23] for more details).”
A Caputo fractional derivative of a function with respect to another function (2016, background): “However, in the past decades, this subject has proven its applicability in many and diﬀerent natural situations, such as viscoelasticity [11, 26], anomalous diﬀusion [14, 19], stochastic processes [9, 29], signal and image processing [31], fractional models and control [24, 32], etc.”