Guy Jumarie

Finance · 2006–2013

A researcher in the Science corpus: 8 papers; trusts 6 researchers and is trusted by 60 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #1,950 of 10,518 by trust here, #5,523 by citations
• Economics and Econometrics — 7 citations into it; #3,042 of 23,481 by trust here, #10,872 by citations
• Modeling and Simulation — 6 citations into it; #35 of 2,105 by trust here, #106 by citations
• Statistical and Nonlinear Physics — 5 citations into it; #222 of 10,127 by trust here, #862 by citations

Whom Guy Jumarie trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Yaozhong Hu
2. M. Naschie
3. Andrzej Hanygad
4. Bernt Øksendal
5. Nabil T. Shawagfeh
6. S. Longhi
7. S. Samko
8. Manuel Duarte Ortigueira
9. Francesca Biagini
10. Anatoly A. Kilbas

Who trusts Guy Jumarie overall

1. Ahmet Bekir
2. Hasan Bulut
3. Lina Song
4. Magdy A. Ezzat
5. Ozkan Guner
6. Zhengxing Li
7. Ricardo Almeida
8. Agnieszka B. Malinowska
9. Vasily E. Tarasov
10. Ji-Huan He

Papers from Guy Jumarie's perspective

Ordered by how strongly the researchers Guy Jumarie trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stochastic differential equations
2. A review of E infinity theory and the mass spectrum of high energy particle physics
3. THE FRACTIONAL BLACK-SCHOLES EQUATION
4. Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations
5. Fractional Integrals and Derivatives: Theory and Applications
6. Financial Modelling with Jump Processes
7. Theory and Applications of Fractional Differential Equations
8. Introduction to stochastic partial differential equations
9. Intermittence and nonlinear parabolic stochastic partial differential equations
10. System Control and Rough Paths

Their papers

• Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (2008) — 136 citations
• Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (2010) — 325 citations
• Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function (2007) — 56 citations
• On the derivative chain-rules in fractional calculus via fractional difference and their application to systems modelling (2013) — 98 citations
• An approach to differential geometry of fractional order via modified Riemann-Liouville derivative (2012) — 51 citations
• Table of some basic fractional calculus formulae derived from a modified Riemann-Liouville derivative for non-differentiable functions (2009) — 521 citations
• Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution (2007) — 164 citations
• Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable functions further results (2006) — 1,137 citations