In the name of Allah the Merciful

Fractional Deterministic and Stochastic Calculus

Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi, 3110779811, 9783110779813, 978-3110779813, 978-3-11-077981-3, 978-3-11-078001-7, 978-3110780017, 9783110780017, 978-3-11-078022-2, 978-3110780222, 9783110780222

English | 2024 | PDF | 5 MB | 462 Pages

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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.