ENGLISH

Stochastic Models for Fractional Calculus

By Meerschaert M.M. , Sikorskii A.

Book information

Publisher
de Gruyter
Year
2012
ISBN
978-3-11-025869-1, 978-3-11-025816-5
Language
english
Format
PDF
Filesize
2 MB (1845248 bytes)
Series
De Gruyter Studies in Mathematics
Pages
302\302
Library
Kolxo3
Time added
2013-12-29 19:00:00
Математика;Теория вероятностей и математическая ст

Description

This monograph develops the basic theory of fractional calculus and anomalous diffusion, from the point of view of probability. The reader will see how fractional calculus and anomalous diffusion can be understood at a deep and intuitive level, using ideas from probability. The book covers basic limit theorems for random variables and random vectors with heavy tails. Heavy tails are applied in finance, insurance, physics, geophysics, cell biology, ecology, medicine, and computer engineering

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