Stochastic Models for Fractional Calculus
| Autor: | Mark M. Meerschaert, Alla Sikorskii |
|---|---|
| EAN: | 9783110258165 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 23.12.2011 |
| Kategorie: | |
| Schlagworte: | Probability; Fractional Calculus Model; Anomalous Diffusion; Fractional Derivative; Particle Jump; Vector Fractional Derivative; Tempered Fractional Derivative; Fractional Diffusion Equation; Random Walk; Satistical Physics fractional diffusion equa |
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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.
Mark M. Meerschaert and Alla Sikorskii, Michigan State University, East Lansing, Michigan, USA.
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