Fractional deterministic and stochastic calculus

• Verfasst von: Ascione, Giacomo [VerfasserIn]
• Verfasst von: Mišura, Julija S. [VerfasserIn]
• Verfasst von: Pirozzi, Enrica [VerfasserIn]
• Titel: Fractional deterministic and stochastic calculus
• Institutionen: Walter de Gruyter GmbH & Co. KG [Verlag]
• Verf.angabe: Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
• Verlagsort: Berlin ; Boston
• Verlag: De Gruyter
• E-Jahr: 2024
• Jahr: [2024]
• Umfang: XVII, 443 Seiten
• Illustrationen: Diagramme
• Format: 24 cm x 17 cm
• Gesamttitel/Reihe: De Gruyter series in probability and stochastics ; volume 4
• ISBN: 978-3-11-077981-3
• ISBN: 3-11-077981-1
• Sprache: eng
• Bibliogr. Hinweis: Erscheint auch als : Online-Ausgabe: Ascione, Giacomo: Fractional deterministic and stochastic calculus. - Berlin : De Gruyter, 2024. - 1 Online-Ressource (XVII, 443 Seiten)
• RVK-Notation: SK 400
• K10plus-PPN: 1853750212

Abstract

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.