F. Ren

发表

The application of fractional derivatives in stochastic models driven by fractional Brownian motion

Wei-Yuan Qiu, Fu-Yao Ren, Lv Longjin, 2010 .

Integrals and derivatives on net fractals

Jin-Rong Liang, Wei-Yuan Qiu, Fu-Yao Ren, 2003 .

Determination of diffusion kernel on fractals

F. Ren, Xiao-Tian Wang, Jin-Rong Liang, 2001 .

The starlikeness of a certain class of integral operators

H. Srivastava, S. Owa, F. Ren, 1995 .

Fractional Fokker-Planck Equation and Black-Scholes Formula in Composite-Diffusive Regime

F. Ren, Wei-Yuan Qiu, Jun Wang, 2012 .

Generalized Einstein relation and the Metzler–Klafter conjecture in a composite-subdiffusive regime

F. Ren, Wei-Yuan Qiu, Longjin Lv, 2011 .

Hausdorff dimension, Mean quadratic variation of infinite self-similar measures ∗

Zuguo Yu, F. Ren, Jin-Rong Liang, 1998, math/9812138.

Fractional Fokker-Planck Equation with Space and Time Dependent Drift and Diffusion

F. Ren, Longjin Lv, Weiyuan Qiu, 2012, Journal of Statistical Physics.

Fractional Fokker-Planck Equation and Black-Scholes Formula in Composite-Diffusive Regime

Jia-ling Wang, F. Ren, Wei-Yuan Qiu, 2011, Journal of Statistical Physics.

Fractional Fokker-Planck Equation with Space and Time Dependent Drift and Diffusion

F. Ren, Wei-Yuan Qiu, Longjin Lv, 2012 .

Stretched Gaussian asymptotic behavior for fractional Fokker–Planck equation on fractal structure in external force fields

F. Ren, Wei-Yuan Qiu, Jin-Rong Liang, 2004 .

Fractional nonlinear diffusion equation and first passage time

Jun Wang, Jin-Rong Liang, Fu-Yao Ren, 2008 .

Continuous time Black–Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

F. Ren, Wei-Yuan Qiu, Longjin Lv, 2012 .

A fractional version of the Merton model

F. Ren, Xiao-Tian Wang, Xiang-Qian Liang, 2003 .

Whitening filter and innovations representation of self-similar process

F. Ren, Wei-Yuan Qiu, Xiao-Tian Wang, 2002 .

A proof for French's empirical formula on option pricing

F. Ren, Xiao-Tian Wang, Jin-Rong Liang, 2001 .

Option pricing of fractional version of the Black–Scholes model with Hurst exponent H being in ☆

Wei-Yuan Qiu, Fu-Yao Ren, F. Ren, 2001 .

Answer to an open problem proposed by E Barkai and J Klafter

F. Ren, Wei-Yuan Qiu, Jin-Rong Liang, 2004 .

Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent H in [1/2, 1]

Jun Wang, Wen-Jun Zhang, Jin-Rong Liang, 2010, Appl. Math. Lett..

Asymptotic behavior of a fractional Fokker–Planck-type equation

F. Ren, Wei-Yuan Qiu, Jin-Rong Liang, 2007 .

Answer to an open problem proposed by R Metzler and J Klafter

F. Ren, Wei-Yuan Qiu, Jin-Rong Liang, 2006 .

Universality of stretched Gaussian asymptotic diffusion behavior on biased heterogeneous fractal structure in external force fields

F. Ren, Wei-Yuan Qiu, Jin-Rong Liang, 2005 .

Stretched Gaussian Asymptotic Behavior for Fractional Giona–Roman Equation on Biased Heterogeneous Fractal Structure in External Force Fields

F. Ren, Wei-Yuan Qiu, Jin-Rong Liang, 2004 .

Fractional diffusion equations involving external forces in the higher dimensional case

F. Ren, Wei-Yuan Qiu, Fu Zou, 2004 .

Fractional Fokker–Planck equation on heterogeneous fractal structures in external force fields and its solutions

F. Ren, Wei-Yuan Qiu, Jin-Rong Liang, 2003 .

Universality of stretched Gaussian asymptotic behaviour for the fractional Fokker–Planck equation in external force fields

F. Ren, Wei-Yuan Qiu, Jin-Rong Liang, 2003 .

An anomalous diffusion model in an external force fields on fractals

R. Nigmatullin, F. Ren, Wei-Yuan Qiu, 2003 .

The determination of the diffusion kernel on fractals and fractional diffusion equation for transport phenomena in random media

Jin-Rong Liang, Fu-Yao Ren, F. Ren, 1999 .

The non-integer operation associated to random variation sets of the self-similar set

Jin-Rong Liang, Fu-Yao Ren, F. Ren, 2000 .

Fractional integral associated to generalized cookie-cutter set and its physical interpretation

Zu-Guo Yu, Fu-Yao Ren, Zuguo Yu, 1997 .

FRACTIONAL INTEGRAL ASSOCIATED TO THE SELF-SIMILAR SET OR THE GENERALIZED SELF-SIMILAR SET AND ITS PHYSICAL INTERPRETATION

Zu-Guo Yu, Fu-Yao Ren, Feng Su, 1996 .

Hausdorff dimensions of random net fractals

F. Ren, Jin-Rong Liang, 1998 .

Some inequalities on quasi-subordinate functions

S. Owa, F. Ren, S. Fukui, 1991, Bulletin of the Australian Mathematical Society.

Heterogeneous Memorized Continuous Time Random Walks in an External Force Fields

F. Ren, Wei-Yuan Qiu, Jun Wang, 2014, Journal of Statistical Physics.

Solutions of fractional nonlinear diffusion equation and first passage time: Influence of initial condition and diffusion coefficient

F. Ren, Panpan Zhang, Jun Wang, 2008 .

Solutions for multidimensional fractional anomalous diffusion equations

F. Ren, Longjin Lv, Jian-Bin Xiao, 2008, 1201.2466.

Exact solutions for nonlinear fractional anomalous diffusion equations

F. Ren, Wei-Yuan Qiu, Jin-Rong Liang, 2007 .

A negative answer to a problem of bergweiler

F. Ren, Wei-Yuan Qiu, Z. Gong, 1996 .

On some generalization of fractional Brownian motions

F. Ren, Xiao-Tian Wang, Shi-ying Zhang, 2006 .

Heterogeneous Memorized Continuous Time Random Walks in an External Force Fields

F. Ren, Wei-Yuan Qiu, Longjin Lv, 2014 .

F. Ren, Liangzhong Fan, Longjin Lv, 2016 .

F. Ren, Longjin Lv, Jun Wang, 2015 .

Noise and chaotic disturbance on self-similar set

Zuguo Yu, F. Ren, 1998, math/9812144.

Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields

F. Ren, Wei-Yuan Qiu, Longjin Lv, 2015 .