Fractional Deterministic and Stochastic Calculus Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi.
Material type:
TextLanguage: Series: De Gruyter Series in Probability and Stochastics ; 4Publisher: Berlin Boston De Gruyter, [2023]Copyright date: ©2024Description: 1 online resource (XVIII, 444 p.)Content type: - text
- computer
- online resource
- 9783110780017
- 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
- Issued also in print.
| Cover image | Item type | Current library | Home library | Collection | Shelving location | Call number | Materials specified | Vol info | URL | Copy number | Status | Notes | Date due | Barcode | Item holds | Item hold queue priority | Course reserves | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Electronic Books | CUTN Central Library | Link to resource | Available | EB04707 |
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
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Issued also in print.
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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.
Description based on online resource; title from PDF title page (publisher's Web site, viewed March 03 2026)
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