Fractional Deterministic and Stochastic Calculus von Giacomo Ascione | ISBN 9783110780222

Fractional Deterministic and Stochastic Calculus

von Giacomo Ascione, Yuliya Mishura und Enrica Pirozzi
Mitwirkende
Autor / AutorinGiacomo Ascione
Autor / AutorinYuliya Mishura
Autor / AutorinEnrica Pirozzi
Buchcover Fractional Deterministic and Stochastic Calculus | Giacomo Ascione | EAN 9783110780222 | ISBN 3-11-078022-4 | ISBN 978-3-11-078022-2

Fractional Deterministic and Stochastic Calculus

von Giacomo Ascione, Yuliya Mishura und Enrica Pirozzi
Mitwirkende
Autor / AutorinGiacomo Ascione
Autor / AutorinYuliya Mishura
Autor / AutorinEnrica Pirozzi

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.