Fractional Noether's theorem in the Riesz-Caputo sense

We prove a Noether's theorem for fractional variational problems with Riesz-Caputo derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples in the fractional context of the calculus of variations and optimal control are given.Comment: Accepted (25/Jan/2010) for publication in Applied Mathematics and Computatio

Analogue of Newton-Puiseux series for non-holonomic D-modules and factoring

We introduce a concept of a fractional-derivatives series and prove that any linear partial differential equation in two independent variables has a fractional-derivatives series solution with coefficients from a differentially closed field of zero characteristic. The obtained results are extended from a single equation to $D$-modules having infinite-dimensional space of solutions (i. e. non-holonomic $D$-modules). As applications we design algorithms for treating first-order factors of a linear partial differential operator, in particular for finding all (right or left) first-order factors

On small time asymptotics for rough differential equations driven by fractional Brownian motions

We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slightly improve existing results and discuss some possible applications to mathematical finance.Comment: This is a survey paper, submitted to proceedings in the memory of Peter Laurenc