Fractional Deterministic and Stochastic Calculus

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Mathematics - Probability
Fractional Deterministic and Stochastic...

Fractional Deterministic and Stochastic Calculus

Name: Fractional Deterministic and Stochastic Calculus
ISBN: 9783110780222

Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi

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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

類別:

Mathematics - Probability

年:

2023

版本:

出版商:

De Gruyter

語言:

english

頁數:

1632

ISBN 10: