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Product details:
- ISBN 10: 3110780224
- ISBN 13: 9783110780222
- Author: Giacomo Ascione Yuliya Mishura Enrica Pirozzi
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.
Table of contents:
1 Fractional integrals and derivatives
2 Integral and differential equations involving fractional operators
3 Fractional Brownian motion and its environment
4 Stochastic processes and fractional differential equations
5 Numerical methods and simulation
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