Fractional Deterministic and Stochastic Calculus |
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| Author:
| Ascione, Giacomo
Mishura, Yuliya
Pirozzi, Enrica |
| Series title: | De Gruyter Series in Probability and Stochastics Ser. |
| ISBN: | 978-3-11-077981-3 |
| Publication Date: | Dec 2023 |
| Publisher: | Walter de Gruyter GmbH
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| Book Format: | Hardback |
| List Price: | USD $197.99 |
Book Description:
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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.
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.