This rapidly evolving field extends classical discrete calculus by introducing non-integer, or fractional, orders of difference operators. Such an approach is particularly well suited to modelling ...

Difference equations, as discrete analogues of differential equations, form a fundamental mathematical framework for describing systems that evolve incrementally over time or space. Coupled with ...

A homogeneous linear difference equation with constant coefficients over a locally compact abelian group $G$ is an equation of the form $\sum^n_{j=1} c_jf (t_jx) = 0 ...

In many biological and physical systems, feedback mechanisms depend on a set of thresholds associated with the state variables. Each feedback has a characteristic time scale. We suggest that ...

We propose a hybrid spatial finite-difference/pseudospectral discretization for European option-pricing problems under the Heston and Heston–Hull–White models. In ...