Stochastic models for fractional calculus:
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Bibliographic Details
Main Authors: Meerschaert, Mark M. 1955- (Author), Sikorskii, Alla (Author)
Format: Electronic eBook
Language:English
Published: Berlin [u.a.] De Gruyter 20122
Series:De Gruyter studies in mathematics 43
Subjects:
Online Access:DE-188
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Item Description:Description based upon print version of record
Alla Sikorskii
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 limit theorems for random variables and random vectors with heavy tails. Heavy tails are applied in finance, insurance, physics, geophysics, cell biology, ecology, medicine, and computer engineering
Physical Description:1 Online-Ressource (X, 291 S.) Ill., graph. Darst.
ISBN:9783110258165
DOI:10.1515/9783110258165

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