Fractional Deterministic and Stochastic Calculus
Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
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.
Topics & Concepts
Calculus (dental)Stochastic calculusMathematicsComputer scienceApplied mathematicsMathematical analysisMedicineDifferential equationDentistryStochastic partial differential equationMathematical and Theoretical AnalysisFractional Differential Equations SolutionsIterative Methods for Nonlinear Equations