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Fractional Deterministic and Stochastic Calculus

Year: 2023

Type: book

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.

Source: De Gruyter eBooks

DOI: 10.1515/9783110780017

Authors: Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W4389934320

FWCI: 8.986

Cites:

Cited by: 16

Related to: 10