Stochastic Models for Fractional Calculus

✍ Scribed by Meerschaert M.M., Sikorskii A.

Publisher: de Gruyter
Year: 2012
Tongue: English
Leaves: 302
Series: De Gruyter Studies in Mathematics
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

This monograph develops the basic theory of fractional calculus and anomalous diffusion, from the point of view of probability. The reader will see how fractional calculus and anomalous diffusion can be understood at a deep and intuitive level, using ideas from probability. The book covers basic limit theorems for random variables and random vectors with heavy tails. Heavy tails are applied in finance, insurance, physics, geophysics, cell biology, ecology, medicine, and computer engineering

✦ Subjects

Математика;Теория вероятностей и математическая статистика;Теория случайных процессов;

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