Beyond the triangle: Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations
"The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple rela...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Publishing Company Pte Limited
2018
|
| Schlagworte: | |
| Online-Zugang: | UBY01 URL des Erstveröffentlichers |
| Zusammenfassung: | "The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck-Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction. This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students."-- |
| Beschreibung: | Includes bibliographical references (pages 161-173) and index |
| Beschreibung: | 1 online resource (192 pages) illustrations |
| ISBN: | 9789813230927 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV046809921 | ||
| 003 | DE-604 | ||
| 005 | 20201104 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 200716s2018 |||| o||u| ||||||eng d | ||
| 020 | |a 9789813230927 |9 978-981-3230-92-7 | ||
| 024 | 7 | |a 10.1142/10734 |2 doi | |
| 035 | |a (ZDB-124-WOP)00010734 | ||
| 035 | |a (OCoLC)1045078711 | ||
| 035 | |a (DE-599)BVBBV046809921 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-706 | ||
| 082 | 0 | |a 515/.353 | |
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 100 | 1 | |a Umarov, Sabir |4 aut | |
| 245 | 1 | 0 | |a Beyond the triangle |b Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations |c Sabir Umarov, Marjorie Hahn, Kei Kobayashi |
| 264 | 1 | |a Singapore |b World Scientific Publishing Company Pte Limited |c 2018 | |
| 300 | |a 1 online resource (192 pages) |b illustrations | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references (pages 161-173) and index | ||
| 520 | |a "The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck-Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction. This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students."-- | ||
| 650 | 4 | |a Brownian motion processes | |
| 650 | 4 | |a Fokker-Planck equation | |
| 650 | 4 | |a Stochastic differential equations | |
| 650 | 4 | |a Electronic books | |
| 700 | 1 | |a Hahn, Marjorie G. |e Sonstige |4 oth | |
| 700 | 1 | |a Kobayashi, Kei |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9789813230910 |
| 856 | 4 | 0 | |u http://www.worldscientific.com/worldscibooks/10.1142/10734 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-124-WOP | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032218507 | ||
| 966 | e | |u http://www.worldscientific.com/worldscibooks/10.1142/10734 |l UBY01 |p ZDB-124-WOP |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804181614581776384 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Umarov, Sabir |
| author_facet | Umarov, Sabir |
| author_role | aut |
| author_sort | Umarov, Sabir |
| author_variant | s u su |
| building | Verbundindex |
| bvnumber | BV046809921 |
| classification_rvk | SK 820 |
| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)00010734 (OCoLC)1045078711 (DE-599)BVBBV046809921 |
| dewey-full | 515/.353 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 515 - Analysis |
| dewey-raw | 515/.353 |
| dewey-search | 515/.353 |
| dewey-sort | 3515 3353 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02802nmm a2200445zc 4500</leader><controlfield tag="001">BV046809921</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20201104 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">200716s2018 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789813230927</subfield><subfield code="9">978-981-3230-92-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1142/10734</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-124-WOP)00010734</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1045078711</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046809921</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-706</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">515/.353</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Umarov, Sabir</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Beyond the triangle</subfield><subfield code="b">Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations</subfield><subfield code="c">Sabir Umarov, Marjorie Hahn, Kei Kobayashi</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">World Scientific Publishing Company Pte Limited</subfield><subfield code="c">2018</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (192 pages)</subfield><subfield code="b">illustrations</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 161-173) and index</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">"The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck-Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction. This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students."--</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Brownian motion processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fokker-Planck equation</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic differential equations</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Electronic books</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Hahn, Marjorie G.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kobayashi, Kei</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9789813230910</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/10734</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-124-WOP</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032218507</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/10734</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-124-WOP</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV046809921 |
| illustrated | Illustrated |
| index_date | 2024-07-03T14:58:41Z |
| indexdate | 2024-07-10T08:54:27Z |
| institution | BVB |
| isbn | 9789813230927 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032218507 |
| oclc_num | 1045078711 |
| open_access_boolean | |
| owner | DE-706 |
| owner_facet | DE-706 |
| physical | 1 online resource (192 pages) illustrations |
| psigel | ZDB-124-WOP |
| publishDate | 2018 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | World Scientific Publishing Company Pte Limited |
| record_format | marc |
| spelling | Umarov, Sabir aut Beyond the triangle Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations Sabir Umarov, Marjorie Hahn, Kei Kobayashi Singapore World Scientific Publishing Company Pte Limited 2018 1 online resource (192 pages) illustrations txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (pages 161-173) and index "The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck-Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction. This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students."-- Brownian motion processes Fokker-Planck equation Stochastic differential equations Electronic books Hahn, Marjorie G. Sonstige oth Kobayashi, Kei Sonstige oth Erscheint auch als Druck-Ausgabe 9789813230910 http://www.worldscientific.com/worldscibooks/10.1142/10734 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Umarov, Sabir Beyond the triangle Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations Brownian motion processes Fokker-Planck equation Stochastic differential equations Electronic books |
| title | Beyond the triangle Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations |
| title_auth | Beyond the triangle Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations |
| title_exact_search | Beyond the triangle Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations |
| title_exact_search_txtP | Beyond the triangle Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations |
| title_full | Beyond the triangle Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations Sabir Umarov, Marjorie Hahn, Kei Kobayashi |
| title_fullStr | Beyond the triangle Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations Sabir Umarov, Marjorie Hahn, Kei Kobayashi |
| title_full_unstemmed | Beyond the triangle Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations Sabir Umarov, Marjorie Hahn, Kei Kobayashi |
| title_short | Beyond the triangle |
| title_sort | beyond the triangle brownian motion ito calculus and fokker planck equation fractional generalizations |
| title_sub | Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations |
| topic | Brownian motion processes Fokker-Planck equation Stochastic differential equations Electronic books |
| topic_facet | Brownian motion processes Fokker-Planck equation Stochastic differential equations Electronic books |
| url | http://www.worldscientific.com/worldscibooks/10.1142/10734 |
| work_keys_str_mv | AT umarovsabir beyondthetrianglebrownianmotionitocalculusandfokkerplanckequationfractionalgeneralizations AT hahnmarjorieg beyondthetrianglebrownianmotionitocalculusandfokkerplanckequationfractionalgeneralizations AT kobayashikei beyondthetrianglebrownianmotionitocalculusandfokkerplanckequationfractionalgeneralizations |