Loading…
Stochastic models for fractional calculus /
This monograph develops the basic theory of fractional calculus and anomalous diffusion, from the point of view of probability. In this book, we will see how fractional calculus and anomalous diffusion can be understood at a deep and intuitive level, using ideas from probability. It covers basic lim...
| Call Number: | Libro Electrónico |
|---|---|
| Main Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Berlin :
De Gruyter,
©2012.
|
| Series: | De Gruyter studies in mathematics ;
43. |
| Subjects: | |
| Online Access: | Texto completo |
| Summary: | This monograph develops the basic theory of fractional calculus and anomalous diffusion, from the point of view of probability. In this book, we will see how fractional calculus and anomalous diffusion can be understood at a deep and intuitive level, using ideas from probability. It covers basic limit theorems for random variables and random vectors with heavy tails. This includes regular variation, triangular arrays, infinitely divisible laws, random walks, and stochastic process convergence in the Skorokhod topology. The basic ideas of fractional calculus and anomalous diffusion are closely connected with heavy tail limit theorems. Heavy tails are applied in finance, insurance, physics, geophysics, cell biology, ecology, medicine, and computer engineering. The goal of this book is to prepare graduate students in probability for research in the area of fractional calculus, anomalous diffusion, and heavy tails. |
|---|---|
| Physical Description: | 1 online resource (x, 294 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 279-288), and index. |
| ISBN: | 9783110258165 3110258161 3110258692 9783110258691 9783110559149 3110559145 |
| ISSN: | 0179-0986 ; |