The chronicles of fractional calculus
JAT Machado, V Kiryakova - Fractional Calculus and Applied …, 2017 - degruyter.com
Since the 60s of last century Fractional Calculus exhibited a remarkable progress and
presently it is recognized to be an important topic in the scientific arena. This survey …
presently it is recognized to be an important topic in the scientific arena. This survey …
Martingales for physicists: a treatise on stochastic thermodynamics and beyond
Full article: Martingales for physicists: a treatise on stochastic thermodynamics and beyond
Skip to Main Content Taylor and Francis Online homepage Browse Search Publish Login …
Skip to Main Content Taylor and Francis Online homepage Browse Search Publish Login …
Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking
Modern microscopic techniques following the stochastic motion of labelled tracer particles
have uncovered significant deviations from the laws of Brownian motion in a variety of …
have uncovered significant deviations from the laws of Brownian motion in a variety of …
[图书][B] Stochastic differential equations
B Øksendal, B Øksendal - 2003 - Springer
5 Stochastic Differential Equations Page 1 5 Stochastic Differential Equations 5.1 Examples
and Some Solution Methods We now return to the possible solutions Xt(ω) of the stochastic …
and Some Solution Methods We now return to the possible solutions Xt(ω) of the stochastic …
Stochastic Control of jump diffusions
B Øksendal, A Sulem - Applied Stochastic Control of Jump Diffusions, 2019 - Springer
Fix a domain\mathcal S ⊂ R^ k (our solvency region) and let Y (t)= Y^(u)(t) be a stochastic
process of the form d Y (t) &= b (Y (t), u (t)) d t+ σ (Y (t), u (t)) d B (t)\nonumber\&\quad+ ∫ …
process of the form d Y (t) &= b (Y (t), u (t)) d t+ σ (Y (t), u (t)) d B (t)\nonumber\&\quad+ ∫ …
[图书][B] Stochastic calculus for fractional Brownian motion and related processes
Y Mishura - 2008 - books.google.com
This volume examines the theory of fractional Brownian motion and other long-memory
processes. Interesting topics for PhD students and specialists in probability theory …
processes. Interesting topics for PhD students and specialists in probability theory …
[图书][B] Stochastic partial differential equations
In this chapter we will apply the general theory developed in Chapter 2 to solve various
stochastic partial differential equations (SPDEs). In fact, as pointed out in Chapter 1, our …
stochastic partial differential equations (SPDEs). In fact, as pointed out in Chapter 1, our …
[图书][B] Fractional processes and fractional-order signal processing: techniques and applications
H Sheng, YQ Chen, TS Qiu - 2011 - books.google.com
Fractional processes are widely found in science, technology and engineering systems. In
Fractional Processes and Fractional-order Signal Processing, some complex random …
Fractional Processes and Fractional-order Signal Processing, some complex random …
[图书][B] Selected aspects of fractional Brownian motion
I Nourdin - 2012 - Springer
As is well-known, the classical Brownian motion is a stochastic process which is selfsimilar
of index 1/2 and has stationary increments. It is actually the only continuous Gaussian …
of index 1/2 and has stationary increments. It is actually the only continuous Gaussian …