Fractional Deterministic and Stochastic Calculus

Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi

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English

De Gruyter
31 December 2023

Calculus & mathematical analysis; Calculus; Probability & statistics; Applied mathematics

Series: De Gruyter Series in Probability and Stochastics

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.

By: Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
Imprint: De Gruyter
Country of Publication: Germany
Dimensions: Height: 240mm, Width: 170mm,
Weight: 882g
ISBN: 9783110779813
ISBN 10: 3110779811
Series: De Gruyter Series in Probability and Stochastics
Pages: 462
Publication Date: 31 December 2023
Audience: Professional and scholarly , Undergraduate
Format: Hardback
Publisher's Status: Active

Yuliya Mishura, Taras Shevchenko National University of Kyiv, Ukraine; Giacomo Ascione and Enrica Pirozzi, University of Naples, Italy.