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 lim
Stochastic models for fractional calculus
β Scribed by Meerschaert M., Sikorskii A
- Publisher
- De Gruyter
- Year
- 2012
- Tongue
- English
- Leaves
- 340
- Edition
- 2
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Table of Contents
Cover......Page 1
Stochastic Models forFractional Calculus......Page 5
Β© 2019......Page 6
Dedication......Page 7
Preface......Page 9
Acknowledgments......Page 11
Contents......Page 13
1 Introduction......Page 15
2 Fractional Derivatives......Page 35
3 Stable Limit Distributions......Page 65
4 Continuous Time Random Walks......Page 103
5 Computations in R......Page 133
6 Vector Fractional Diusion......Page 157
7 Applications and Extensions......Page 219
Bibliography......Page 323
Index......Page 337
π SIMILAR VOLUMES
<p>Fractional calculus is a rapidly growing field of research, at the interface between probability, differential equations, and mathematical physics. It is used to model anomalous diffusion, in which a cloud of particles spreads in a different manner than traditional diffusion. This monograph devel
<p>Fractional calculus is a rapidly growing field of research, at the interface between probability, differential equations, and mathematical physics. It is used to model anomalous diffusion, in which a cloud of particles spreads in a different manner than traditional diffusion. This monograph devel
<p>Fractional calculus is a rapidly growing field of research, at the interface between probability, differential equations, and mathematical physics. It is used to model anomalous diffusion, in which a cloud of particles spreads in a different manner than traditional diffusion. This monograph devel
Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Stochastic Calculus and Stochastic Models focuses on the properties, functions, and applications of stochastic integrals.<br><br>The publication first ponders on stochastic integrals, existence of stochastic integrals, an