Fractional Deterministic and Stochastic Calculus

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.

About the author

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

Product details

• Authors: Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
• Publisher: De Gruyter
• Languages: English
• Product format: Hardback
• Released: 18.11.2024
• EAN: 9783110779813
• ISBN: 978-3-11-077981-3
• No. of pages: 444
• Dimensions: 180 mm x 30 mm x 250 mm
• Weight: 882 g
• Illustrations: 25 b/w ill.
• Series: De Gruyter Series in Probability and Stochastics; De Gruyter Series in Probability and Stochastics, 4
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics