Fractional deterministic and stochastic calculus / Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi.

Format:

Book

Author/Creator:

Ascione, Giacomo.

Contributor:

Mishura, Yuliya.

Pirozzi, Enrica.

Series:

De Gruyter Series in Probability and Stochastics Series

De Gruyter Series in Probability and Stochastics Series ; v.4

Language:

English

Subjects (All):

Fractional calculus.

Physical Description:

1 online resource (462 pages)

Edition:

1st ed.

Place of Publication:

Berlin : Walter de Gruyter GmbH, [2024]

Summary:

Fractional calculus has emerged as a powerful and effective mathematical tool in the study of several phenomena in science and engineering. This text addressed to researchers, graduate students, and practitioners combines deterministic fractional calculus with the analysis of the fractional Brownian motion and its associated fractional stochastic calculus and includes examples, exercises, and problems that focus on computational aspects.

Contents:

Intro

Introduction

Contents

List of notations and abbreviations

1 Fractional integrals and derivatives

2 Integral and differential equations involving fractional operators

3 Fractional Brownian motion and its environment

4 Stochastic processes and fractional differential equations

5 Numerical methods and simulation

A Basics in complex analysis and integral transforms

B Special functions

C Stochastic processes

Bibliography

Index.

Notes:

Description based on publisher supplied metadata and other sources.

ISBN:

9783110780017

3110780011

OCLC:

1414456362