Fractional Deterministic and Stochastic Calculus
Giacomo Ascione; Yuliya Mishura; Enrica Pirozzi
De Gruyter
2023
sidottu
Fractional calculus has emerged as a powerful and effective mathematical tool in the study of several phenomena in science and engineering. This text addressed to researchers, graduate students, and practitioners combines deterministic fractional calculus with the analysis of the fractional Brownian motion and its associated fractional stochastic calculus and includes examples, exercises, and problems that focus on computational aspects.