Overview:Stochastic Models for Fractional Calculus - De Gruyter Studies in Mathematics - 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 the basic theory of fractional calculus and anomalous diffusion, from the point of view of probability.In this book, we will see how fractional calculus and anomalous diffusion can be understood at a deep and intuitive level, using ideas from probability. It covers basic limit theorems for random variables and random vectors with heavy tails. This includes regular variation, triangular arrays, infinitely divisible laws, random walks, and stochastic process convergence in the Skorokhod topology. The basic ideas of fractional calculus and anomalous diffusion are closely connected with heavy tail limit theorems. Heavy tails are applied in finance, insurance, physics, geophysics, cell biology, ecology, medicine, and computer engineering.The goal of this book is to prepare graduate students in probability for research in the area of fractional calculus, anomalous diffusion, and heavy tails. Many interesting problems in this area remain open. This book will guide the motivated reader to understand the essential background needed to read and unerstand current research papers, and to gain the insights and techniques needed to begin making their own contributions to this rapidly growing field.

This book is on page /991d858404670cb95ebe7995ae4965fd/book/1603729760-9783110258691. It was written by the following authors: Mark M. Meerschaert, Alla Sikorskii. Book Stochastic Models for Fractional Calculus - De Gruyter Studies in Mathematics, which can be read online, published by the company: De Gruyter. Other books on similar topics can be found in sections: Science, Technology, Medicine. The book was published on 2011-12-19 00:00:00. It has 301 pages and is published in Hardback format and weight 650 g. File for download Stochastic Models for Fractional Calculus - De Gruyter Studies in Mathematics has PDF format and is called stochastic-models-for-fractional-calculus-de-gruyter-studies-in-mathematics.pdf. Other books you can download below. Our lib-et-deco.fr site is not responsible for the content of PDF files.

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