Holdings: Stochastic models for fractional calculus

$Stochastic models for fractional calculus$

Stochastic models for fractional calculus:

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Bibliographic Details
Main Authors:	Meerschaert, Mark M. 1955- (Author), Sikorskii, Alla (Author)
Format:	Book
Language:	English
Published:	Berlin [u.a.] De Gruyter 2012
Series:	De Gruyter studies in mathematics 43
Subjects:	Anomale Dispersion Stochastische Analysis Anomale Diffusion Gebrochene Analysis
Online Access:	Inhaltstext Inhaltsverzeichnis
Physical Description:	X, 291 S. Ill., graph. Darst. 240 mm x 170 mm
ISBN:	9783110258691 9783110258165

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MARC


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Record in the Search Index

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adam_text	IMAGE 1 CONTENTS PREFACE V ACKNOWLEDGMENTS VII INTRODUCTION 1 1.1 THE TRADITIONAL DIFFUSION MODEL 2 1.2 FRACTIONAL DIFFUSION 10 FRACTIONAL DERIVATIVES 21 2.1 THE GRUENWALD FORMULA 21 2.2 MORE FRACTIONAL DERIVATIVES 29 2.3 THE CAPUTO DERIVATIVE 34 2.4 TIME-FRACTIONAL DIFFUSION 42 STABLE LIMIT DISTRIBUTIONS 49 3.1 INFINITELY DIVISIBLE LAWS 49 3.2 STABLE CHARACTERISTIC FUNCTIONS 55 3.3 SEMIGROUPS 59 3.4 POISSON APPROXIMATION 66 3.5 SHIFTED POISSON APPROXIMATION 69 3.6 TRIANGULAR ARRAYS 72 3.7 ONE-SIDED STABLE LIMITS 77 3.8 TWO-SIDED STABLE LIMITS 81 CONTINUOUS TIME RANDOM WALKS 87 4.1 REGULAR VARIATION 87 4.2 STABLE CENTRAL LIMIT THEOREM 94 4.3 CONTINUOUS TIME RANDOM WALKS 99 BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1017753628 DIGITALISIERT DURCH IMAGE 2 CONTENTS 4.4 CONVERGENCE IN SKOROKHOD SPACE 103 4.5 CTRW GOVERNING EQUATIONS 106 COMPUTATIONS IN R 117 5.1 R CODES FOR FRACTIONAL DIFFUSION 117 5.2 SAMPLE PATH SIMULATIONS 126 VECTOR FRACTIONAL DIFFUSION 143 6.1 VECTOR RANDOM WALKS 143 6.2 VECTOR RANDOM WALKS WITH HEAVY TAILS 153 6.3 TRIANGULAR ARRAYS OF RANDOM VECTORS 158 6.4 STABLE RANDOM VECTORS 165 6.5 VECTOR FRACTIONAL DIFFUSION EQUATION 170 6.6 OPERATOR STABLE LAWS 177 6.7 OPERATOR REGULAR VARIATION 186 6.8 GENERALIZED DOMAINS OF ATTRACTION 191 APPLICATIONS AND EXTENSIONS 203 7.1 LEPAGE SERIES REPRESENTATION 203 7.2 TEMPERED STABLE LAWS 207 7.3 TEMPERED FRACTIONAL DERIVATIVES 213 7.4 PEARSON DIFFUSIONS 217 7.5 FRACTIONAL PEARSON DIFFUSIONS 233 7.6 FRACTIONAL BROWNIAN MOTION 241 7.7 FRACTIONAL RANDOM FIELDS 251 7.8 APPLICATIONS OF FRACTIONAL DIFFUSION 257 7.9 APPLICATIONS OF VECTOR FRACTIONAL DIFFUSION 270 BIBLIOGRAPHY 279 INDEX 289
any_adam_object	1
author	Meerschaert, Mark M. 1955- Sikorskii, Alla
author_GND	(DE-588)172693497
author_facet	Meerschaert, Mark M. 1955- Sikorskii, Alla
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dewey-ones	519 - Probabilities and applied mathematics
dewey-raw	519.22
dewey-search	519.22
dewey-sort	3519.22
dewey-tens	510 - Mathematics
discipline	Mathematik
format	Book
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spelling	Meerschaert, Mark M. 1955- Verfasser (DE-588)172693497 aut Stochastic models for fractional calculus Mark M. Meerschaert ; Alla Sikorskii Berlin [u.a.] De Gruyter 2012 X, 291 S. Ill., graph. Darst. 240 mm x 170 mm txt rdacontent n rdamedia nc rdacarrier De Gruyter studies in mathematics 43 Anomale Dispersion (DE-588)4327175-3 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Anomale Diffusion (DE-588)4532384-7 gnd rswk-swf Gebrochene Analysis (DE-588)4722475-7 gnd rswk-swf Gebrochene Analysis (DE-588)4722475-7 s Anomale Diffusion (DE-588)4532384-7 s Stochastische Analysis (DE-588)4132272-1 s DE-604 Anomale Dispersion (DE-588)4327175-3 s 1\p DE-604 Sikorskii, Alla Verfasser aut Erscheint auch als Online-Ausgabe 978-3-11-025816-5 (DE-604)BV042348272 De Gruyter studies in mathematics 43 (DE-604)BV000005407 43 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3931293&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024675434&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Meerschaert, Mark M. 1955- Sikorskii, Alla Stochastic models for fractional calculus De Gruyter studies in mathematics Anomale Dispersion (DE-588)4327175-3 gnd Stochastische Analysis (DE-588)4132272-1 gnd Anomale Diffusion (DE-588)4532384-7 gnd Gebrochene Analysis (DE-588)4722475-7 gnd
subject_GND	(DE-588)4327175-3 (DE-588)4132272-1 (DE-588)4532384-7 (DE-588)4722475-7
title	Stochastic models for fractional calculus
title_auth	Stochastic models for fractional calculus
title_exact_search	Stochastic models for fractional calculus
title_full	Stochastic models for fractional calculus Mark M. Meerschaert ; Alla Sikorskii
title_fullStr	Stochastic models for fractional calculus Mark M. Meerschaert ; Alla Sikorskii
title_full_unstemmed	Stochastic models for fractional calculus Mark M. Meerschaert ; Alla Sikorskii
title_short	Stochastic models for fractional calculus
title_sort	stochastic models for fractional calculus
topic	Anomale Dispersion (DE-588)4327175-3 gnd Stochastische Analysis (DE-588)4132272-1 gnd Anomale Diffusion (DE-588)4532384-7 gnd Gebrochene Analysis (DE-588)4722475-7 gnd
topic_facet	Anomale Dispersion Stochastische Analysis Anomale Diffusion Gebrochene Analysis
url	http://deposit.dnb.de/cgi-bin/dokserv?id=3931293&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024675434&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV000005407
work_keys_str_mv	AT meerschaertmarkm stochasticmodelsforfractionalcalculus AT sikorskiialla stochasticmodelsforfractionalcalculus

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