Fractional Deterministic and Stochastic Calculus
Ascione, Giacomo,
Fractional Deterministic and Stochastic Calculus Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi. - 1 online resource (XVIII, 444 p.) - De Gruyter Series in Probability and Stochastics , 4 2512-9007 ; .
Frontmatter -- Introduction -- Contents -- List of notations and abbreviations -- 1 Fractional integrals and derivatives -- 2 Integral and differential equations involving fractional operators -- 3 Fractional Brownian motion and its environment -- 4 Stochastic processes and fractional differential equations -- 5 Numerical methods and simulation -- A Basics in complex analysis and integral transforms -- B Special functions -- C Stochastic processes -- Bibliography -- Index
restricted access http://purl.org/coar/access_right/c_16ec
Mode of access: Internet via World Wide Web.
Yuliya Mishura, Taras Shevchenko National University of Kyiv, Ukraine; Giacomo Ascione and Enrica Pirozzi, University of Naples, Italy.
In English.
9783110780017
10.1515/9783110780017 doi
MATHEMATICS / Applied.
MATHEMATICS / Calculus.
MATHEMATICS / Probability & Statistics / General.
MATHEMATICS / Probability & Statistics / Stochastic Processes.
Fraktional deterministisch Infinitesimalrechnung Statistiken stochastisch Fractional calculus Fractional brownian motion fractional stochastic calculus fractional stochastic differential equations R programming. Fractional calculus, Fractional brownian motion, fractional stochastic calculus, fractional stochastic differential equations, R programming.
Fractional Deterministic and Stochastic Calculus Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi. - 1 online resource (XVIII, 444 p.) - De Gruyter Series in Probability and Stochastics , 4 2512-9007 ; .
Frontmatter -- Introduction -- Contents -- List of notations and abbreviations -- 1 Fractional integrals and derivatives -- 2 Integral and differential equations involving fractional operators -- 3 Fractional Brownian motion and its environment -- 4 Stochastic processes and fractional differential equations -- 5 Numerical methods and simulation -- A Basics in complex analysis and integral transforms -- B Special functions -- C Stochastic processes -- Bibliography -- Index
restricted access http://purl.org/coar/access_right/c_16ec
Mode of access: Internet via World Wide Web.
Yuliya Mishura, Taras Shevchenko National University of Kyiv, Ukraine; Giacomo Ascione and Enrica Pirozzi, University of Naples, Italy.
In English.
9783110780017
10.1515/9783110780017 doi
MATHEMATICS / Applied.
MATHEMATICS / Calculus.
MATHEMATICS / Probability & Statistics / General.
MATHEMATICS / Probability & Statistics / Stochastic Processes.
Fraktional deterministisch Infinitesimalrechnung Statistiken stochastisch Fractional calculus Fractional brownian motion fractional stochastic calculus fractional stochastic differential equations R programming. Fractional calculus, Fractional brownian motion, fractional stochastic calculus, fractional stochastic differential equations, R programming.