Stochastic models for fractional calculus:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin ; Boston
De Gruyter
[2019]
|
| Ausgabe: | 2nd Edition |
| Schriftenreihe: | De Gruyter Studies in Mathematics
volume 43 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII, 325 Seiten Illustrationen, Diagramme |
| ISBN: | 9783110559071 3110559072 |
Internformat
MARC
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| 245 | 1 | 0 | |a Stochastic models for fractional calculus |c Mark M. Meerschaert, Alla Sikorskii |
| 250 | |a 2nd Edition | ||
| 264 | 1 | |a Berlin ; Boston |b De Gruyter |c [2019] | |
| 264 | 4 | |c © 2019 | |
| 300 | |a XII, 325 Seiten |b Illustrationen, Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a De Gruyter Studies in Mathematics |v volume 43 | |
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| 650 | 0 | 7 | |a Anomale Dispersion |0 (DE-588)4327175-3 |2 gnd |9 rswk-swf |
| 653 | |a Gebrochene Analysis | ||
| 653 | |a Anomale Diffusion | ||
| 653 | |a Grenzwertsatz | ||
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| 689 | 0 | 1 | |a Anomale Diffusion |0 (DE-588)4532384-7 |D s |
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Datensatz im Suchindex
| _version_ | 1804179998216552448 |
|---|---|
| adam_text | CONTENTS
ACKNOWLEDGMENTS
*
IX
1
1.1
1.2
INTRODUCTION-----
1
THE
TRADITIONAL
DIFFUSION
MODEL
-----
2
FRACTIONAL
DIFFUSION
-----
10
2
2.1
2.2
2.3
2.4
FRACTIONAL
DERIVATIVES
*
21
THE
GRUNWALD
FORMULA
-----
21
MORE
FRACTIONAL
DERIVATIVES
-----
30
THE
CAPUTO
DERIVATIVE
-----
35
TIME-FRACTIONAL
DIFFUSION
-----
43
3
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
STABLE
LIMIT
DISTRIBUTIONS-----
51
INFINITELY
DIVISIBLE
LAWS
-----
51
STABLE
CHARACTERISTIC
FUNCTIONS
-----
57
SEMIGROUPS
-----62
POISSON
APPROXIMATION
-----
68
SHIFTED
POISSON
APPROXIMATION
-----
71
TRIANGULAR
ARRAYS
-----
75
ONE-SIDED
STABLE
LIMITS
----
80
TWO-SIDED
STABLE
LIMITS
---- 84
4
4.1
4.2
4.3
4.4
4.5
CONTINUOUS
TIME
RANDOM
WALKS
-----
89
REGULAR
VARIATION
-----
89
STABLE
CENTRAL
LIMIT
THEOREM
-----
95
CONTINUOUS
TIME
RANDOM
WALKS
-----
101
CONVERGENCE
IN
SKOROKHOD
SPACE
-----
105
CTRW
GOVERNING
EQUATIONS
-----
108
5
5.1
5.2
COMPUTATIONS
IN
R
-----
119
R
CODES
FOR
FRACTIONAL
DIFFUSION
-----
119
SAMPLE
PATH
SIMULATIONS
-----
128
6
6.1
6.2
6.3
6.4
6.5
VECTOR
FRACTIONAL
DIFFUSION
-----
143
VECTOR
RANDOM
WALKS
-----
143
VECTOR
RANDOM
WALKS
WITH
HEAVY
TAILS
-----
153
TRIANGULAR
ARRAYS
OF
RANDOM
VECTORS
-----
158
STABLE
RANDOM
VECTORS
-----
165
VECTOR
FRACTIONAL DIFFUSION
EQUATION
-----
170
XII
*
CONTENTS
6.6
6.7
6.8
OPERATOR
STABLE
LAWS
-----
178
OPERATOR
REGULAR
VARIATION
-----
188
GENERALIZED
DOMAINS
OF
ATTRACTION
-----
192
7
7.1
7.2
7.3
7.4
7.5
7.6
7.7
7.8
7.9
7.10
7.11
7.12
APPLICATIONS
AND
EXTENSIONS
*
205
THE
FRACTIONAL
POISSON
PROCESS
-----
205
LEPAGE
SERIES
REPRESENTATION
-----
210
TEMPERED
STABLE
LAWS
-----
214
TEMPERED
FRACTIONAL
DERIVATIVES
-----
221
DISTRIBUTED
ORDER
FRACTIONAL
DERIVATIVES
-----
225
PEARSON
DIFFUSIONS
-----
233
FRACTIONAL
PEARSON
DIFFUSIONS
-----
249
CORRELATION
STRUCTURE
OF
FRACTIONAL
PROCESSES
-----
257
FRACTIONAL
BROWNIAN
MOTION
-----
270
FRACTIONAL
RANDOM
FIELDS
-----
282
APPLICATIONS
OF
FRACTIONAL
DIFFUSION
-----
288
APPLICATIONS
OF
VECTOR
FRACTIONAL
DIFFUSION
-----302
BIBLIOGRAPHY
*
309
INDEX
-----
323
|
| any_adam_object | 1 |
| author | Meerschaert, Mark M. 1955- Sikorskii, Alla |
| author_GND | (DE-588)172693497 (DE-588)1198160829 |
| author_facet | Meerschaert, Mark M. 1955- Sikorskii, Alla |
| author_role | aut aut |
| author_sort | Meerschaert, Mark M. 1955- |
| author_variant | m m m mm mmm a s as |
| building | Verbundindex |
| bvnumber | BV045861042 |
| classification_rvk | SK 950 |
| ctrlnum | (OCoLC)1127299303 (DE-599)DNB1154611124 |
| discipline | Mathematik |
| edition | 2nd Edition |
| format | Book |
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| id | DE-604.BV045861042 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T08:28:46Z |
| institution | BVB |
| institution_GND | (DE-588)10095502-2 |
| isbn | 9783110559071 3110559072 |
| language | English |
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| physical | XII, 325 Seiten Illustrationen, Diagramme |
| publishDate | 2019 |
| publishDateSearch | 2019 |
| publishDateSort | 2019 |
| publisher | De Gruyter |
| record_format | marc |
| series | De Gruyter Studies in Mathematics |
| series2 | De Gruyter Studies in Mathematics |
| spelling | Meerschaert, Mark M. 1955- Verfasser (DE-588)172693497 aut Stochastic models for fractional calculus Mark M. Meerschaert, Alla Sikorskii 2nd Edition Berlin ; Boston De Gruyter [2019] © 2019 XII, 325 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier De Gruyter Studies in Mathematics volume 43 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 Anomale Dispersion (DE-588)4327175-3 gnd rswk-swf Gebrochene Analysis Anomale Diffusion Grenzwertsatz 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 (DE-588)1198160829 aut Walter de Gruyter GmbH & Co. KG (DE-588)10095502-2 pbl Erscheint auch als Online-Ausgabe, EPUBl 978-3-11-055914-9 Erscheint auch als Online-Ausgabe, PDF 978-3-11-056024-4 De Gruyter Studies in Mathematics volume 43 (DE-604)BV000005407 43 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031244529&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 Stochastische Analysis (DE-588)4132272-1 gnd Anomale Diffusion (DE-588)4532384-7 gnd Gebrochene Analysis (DE-588)4722475-7 gnd Anomale Dispersion (DE-588)4327175-3 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)4532384-7 (DE-588)4722475-7 (DE-588)4327175-3 |
| 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 | Stochastische Analysis (DE-588)4132272-1 gnd Anomale Diffusion (DE-588)4532384-7 gnd Gebrochene Analysis (DE-588)4722475-7 gnd Anomale Dispersion (DE-588)4327175-3 gnd |
| topic_facet | Stochastische Analysis Anomale Diffusion Gebrochene Analysis Anomale Dispersion |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031244529&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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