Next Article in Journal
Conformal Equitorsion and Concircular Transformations in a Generalized Riemannian Space
Next Article in Special Issue
A Class of Itô Diffusions with Known Terminal Value and Specified Optimal Barrier
Previous Article in Journal
Constructing a Control Chart Using Functional Data
Previous Article in Special Issue
Restricted Gompertz-Type Diffusion Processes with Periodic Regulation Functions
Open AccessArticle

On the Construction of Some Fractional Stochastic Gompertz Models

by Giacomo Ascione and Enrica Pirozzi *,†
Dipartimento di Matematica e Applicazioni “Renato Caccioppoli”, Universitá degli Studi di Napoli Federico II, I-80126 Naples, Italy
*
Author to whom correspondence should be addressed.
These authors contributed equally to this work.
Mathematics 2020, 8(1), 60; https://doi.org/10.3390/math8010060
Received: 22 November 2019 / Revised: 6 December 2019 / Accepted: 22 December 2019 / Published: 2 January 2020
The aim of this paper is the construction of stochastic versions for some fractional Gompertz curves. To do this, we first study a class of linear fractional-integral stochastic equations, proving existence and uniqueness of a Gaussian solution. Such kinds of equations are then used to construct fractional stochastic Gompertz models. Finally, a new fractional Gompertz model, based on the previous two, is introduced and a stochastic version of it is provided. View Full-Text
Keywords: Caputo fractional derivative; Gaussian processes; fractional-integral equations Caputo fractional derivative; Gaussian processes; fractional-integral equations
MDPI and ACS Style

Ascione, G.; Pirozzi, E. On the Construction of Some Fractional Stochastic Gompertz Models. Mathematics 2020, 8, 60.

Show more citation formats Show less citations formats
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Article Access Map by Country/Region

1
Back to TopTop