Fractional Deterministic and Stochastic Calculus - Yuliya Mishura,Giacomo Ascione,Enrica Pirozzi
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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 ... Full description
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| Author | Yuliya Mishura, Giacomo Ascione, Enrica Pirozzi |
|---|---|
| Publisher | De Gruyter |
| Series | De Gruyter Series in Probability and Stochastics, 4 |
| Release year | 2024 |
| Cover type | Hardcover |
| EAN | 9783110779813 |