Stochastic Models for Fractional Calculus /

Stochastic Models for Fractional Calculus / / Mark M. Meerschaert, Alla Sikorskii.

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Fractional calculus is a rapidly growing field of research, at the interface between probability, differential equations, and mathematical physics. It is used to model anomalous diffusion, in which a cloud of particles spreads in a different manner than traditional diffusion. This monograph develops...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package
VerfasserIn:
Meerschaert, Mark M.,
Sikorskii, Alla,
MitwirkendeR:
Meerschaert, Mark M.,
Sikorskii, Alla,
Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2011]
©2012
Year of Publication:2011
Language:English
Series:De Gruyter Studies in Mathematics , 43
Online Access:
Physical Description:1 online resource (291 p.)
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Table of Contents:
  • Frontmatter
  • Preface
  • Acknowledgments
  • Contents
  • Chapter 1. Introduction
  • Chapter 2. Fractional Derivatives
  • Chapter 3. Stable Limit Distributions
  • Chapter 4. Continuous Time Random Walks
  • Chapter 5. Computations in R
  • Chapter 6. Vector Fractional Diffusion
  • Chapter 7. Applications and Extensions
  • Bibliography
  • Index

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