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Stochastic Models for Fractional Calculus

Posted By: bookwyrm
Stochastic Models for Fractional Calculus

Stochastic Models for Fractional Calculus By Mark M. Meerschaert, Alla Sikorskii
2012 | 301 Pages | ISBN: 3110258692 | PDF | 2 MB


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.