ENGLISH

Fractional Deterministic and Stochastic Calculus

By Yuliya Mishura , Giacomo Ascione , Enrica Pirozzi

Book information

Publisher
de Gruyter
Year
2023
ISBN
9783110779813, 9783110780017, 9783110780222
DOI
10.1515/9783110780017
ISSN
2512-9007
Language
english
Format
PDF
Filesize
6 MB (6629409 bytes)
Series
De Gruyter Series in Probability and Stochastics 4
Edition
1
Pages
444\463
Orientation
yes
Paginated
yes
Scanned
portrait
Time added
2023-12-24 16:49:19
Fractional Brownian MotionFractional calculusFractional Differential EquationsFractional Stochastic Calculus

Description

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. This text provides an overview of the elements of fractional analysis and processes, and includes a wide variety of hands-on applications and exercises that help the reader master the technique of calculations associated with fractional operators.

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