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. This text provides an overview of the elements of fractional analysis and processes, and includes a wide variety of hands-on applications and exercises that help the reader master the technique of calculations associated with fractional operators.

Fractional deterministic and stochastic calculus

Ascione G.;
2023-01-01

Abstract

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. This text provides an overview of the elements of fractional analysis and processes, and includes a wide variety of hands-on applications and exercises that help the reader master the technique of calculations associated with fractional operators.
2023
9783110780017
Fractional brownian motion
Fractional calculus
Fractional stochastic calculus
Fractional stochastic differential equations
R programming
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14246/504
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