article · Physica A Statistical Mechanics and its Applications

Deep neural networks for the fractional Fokker–Planck equation: Application to the Heston model with fractional Brownian motion

2026Adama Science and Technology University

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Research topics

Fractional Differential Equations Solutions
Stochastic processes and financial applications
Financial Risk and Volatility Modeling

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DOI: 10.1016/j.physa.2026.131498

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