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Fractional Deterministic and Stochastic Calculus
Giacomo Ascione
Yuliya Mishura
Enrica Pirozzi
出版
Walter de Gruyter GmbH & Co KG
, 2023-12-31
主題
Mathematics / Applied
Mathematics / Calculus
Mathematics / Probability & Statistics / General
Mathematics / Probability & Statistics / Stochastic Processes
ISBN
3110780224
9783110780222
URL
http://books.google.com.hk/books?id=CrTiEAAAQBAJ&hl=&source=gbs_api
EBook
SAMPLE
註釋
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.