Stochastic Models for Fractional Calculus
This monograph develops the basic theory of fractional calculus and anomalous diffusion, from the point of view of probability. We 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 theor...
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Berlin :
De Gruyter
2011.
|
| Colección: | EBSCO Academic eBook Collection Complete.
|
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b31045807*spi |
| Sumario: | This monograph develops the basic theory of fractional calculus and anomalous diffusion, from the point of view of probability. We 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. |
|---|---|
| Descripción Física: | 304 p. |
| Formato: | Forma de acceso: World Wide Web. |
| ISBN: | 9783110258165 |
