Stochastic Models For Fractional Calculus

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Stochastic Models for Fractional Calculus
Language: en
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Authors: Mark M. Meerschaert
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Type: BOOK - Published: 2019-10-21 - Publisher: Walter de Gruyter GmbH & Co KG

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Fractional calculus is a rapidly growing field of research, at the interface between probability, differential equations, and mathematical physics. It is used t
Stochastic Calculus for Fractional Brownian Motion and Related Processes
Language: en
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Type: BOOK - Published: 2008-01-02 - Publisher: Springer Science & Business Media

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This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probabilit
Fractional Calculus
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Pages: 426
Authors: Dumitru Baleanu
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Type: BOOK - Published: 2012 - Publisher: World Scientific

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This title will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential
Stochastic Calculus and Differential Equations for Physics and Finance
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Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Applications Of Fractional Calculus In Physics
Language: en
Pages: 473
Authors: Rudolf Hilfer
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Type: BOOK - Published: 2000-03-02 - Publisher: World Scientific

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Fractional calculus is a collection of relatively little-known mathematical results concerning generalizations of differentiation and integration to noninteger