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Fractional deterministic and stochastic calculus / by Giacomo Ascione, Yuliya Mishura and Enrica Pirozzi.

By: Contributor(s): Material type: TextTextLanguage: English Series: De Gruyter Series in Probability and Stochastics ; 4v.Publication details: Boston : De Gruyter, 2023.Description: xvii, 443p. : ill. ; 24 cmISBN:
  • 9783110779813
Subject(s): Other classification:
  • B2811 R4
Summary: 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.
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Textual Textual Central Science Library Central Science Library B2811 R4 (Browse shelf(Opens below)) Available SL1656085

Includes Bibliography and index

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.

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