Stochastic Models for Fractional Calculus / / Mark M. Meerschaert, Alla Sikorskii.
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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Superior document: | Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package |
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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