Verfügbarkeit: Stochastic models for fractional calculus

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Bibliographische Detailangaben
Beteiligte Personen:	Meerschaert, Mark M. 1955- (VerfasserIn), Sikorskii, Alla (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Berlin ; Boston De Gruyter [2019]
Ausgabe:	2nd Edition
Schriftenreihe:	De Gruyter Studies in Mathematics volume 43
Schlagwörter:	Stochastische Analysis Anomale Diffusion Gebrochene Analysis Anomale Dispersion Grenzwertsatz
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031244529&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	XII, 325 Seiten Illustrationen, Diagramme
ISBN:	9783110559071 3110559072

Internformat

MARC


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Datensatz im Suchindex

DE-BY-UBR_call_number	80/SK 950 M495(2)
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DE-BY-UBR_location	UB Lesesaal Mathematik
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adam_text	CONTENTS ACKNOWLEDGMENTS * IX 1 1.1 1.2 INTRODUCTION----- 1 THE TRADITIONAL DIFFUSION MODEL ----- 2 FRACTIONAL DIFFUSION ----- 10 2 2.1 2.2 2.3 2.4 FRACTIONAL DERIVATIVES * 21 THE GRUNWALD FORMULA ----- 21 MORE FRACTIONAL DERIVATIVES ----- 30 THE CAPUTO DERIVATIVE ----- 35 TIME-FRACTIONAL DIFFUSION ----- 43 3 3.1 3.2 3.3 3.4 3.5 3.6 3.7 3.8 STABLE LIMIT DISTRIBUTIONS----- 51 INFINITELY DIVISIBLE LAWS ----- 51 STABLE CHARACTERISTIC FUNCTIONS ----- 57 SEMIGROUPS -----62 POISSON APPROXIMATION ----- 68 SHIFTED POISSON APPROXIMATION ----- 71 TRIANGULAR ARRAYS ----- 75 ONE-SIDED STABLE LIMITS ---- 80 TWO-SIDED STABLE LIMITS ---- 84 4 4.1 4.2 4.3 4.4 4.5 CONTINUOUS TIME RANDOM WALKS ----- 89 REGULAR VARIATION ----- 89 STABLE CENTRAL LIMIT THEOREM ----- 95 CONTINUOUS TIME RANDOM WALKS ----- 101 CONVERGENCE IN SKOROKHOD SPACE ----- 105 CTRW GOVERNING EQUATIONS ----- 108 5 5.1 5.2 COMPUTATIONS IN R ----- 119 R CODES FOR FRACTIONAL DIFFUSION ----- 119 SAMPLE PATH SIMULATIONS ----- 128 6 6.1 6.2 6.3 6.4 6.5 VECTOR FRACTIONAL DIFFUSION ----- 143 VECTOR RANDOM WALKS ----- 143 VECTOR RANDOM WALKS WITH HEAVY TAILS ----- 153 TRIANGULAR ARRAYS OF RANDOM VECTORS ----- 158 STABLE RANDOM VECTORS ----- 165 VECTOR FRACTIONAL DIFFUSION EQUATION ----- 170 XII * CONTENTS 6.6 6.7 6.8 OPERATOR STABLE LAWS ----- 178 OPERATOR REGULAR VARIATION ----- 188 GENERALIZED DOMAINS OF ATTRACTION ----- 192 7 7.1 7.2 7.3 7.4 7.5 7.6 7.7 7.8 7.9 7.10 7.11 7.12 APPLICATIONS AND EXTENSIONS * 205 THE FRACTIONAL POISSON PROCESS ----- 205 LEPAGE SERIES REPRESENTATION ----- 210 TEMPERED STABLE LAWS ----- 214 TEMPERED FRACTIONAL DERIVATIVES ----- 221 DISTRIBUTED ORDER FRACTIONAL DERIVATIVES ----- 225 PEARSON DIFFUSIONS ----- 233 FRACTIONAL PEARSON DIFFUSIONS ----- 249 CORRELATION STRUCTURE OF FRACTIONAL PROCESSES ----- 257 FRACTIONAL BROWNIAN MOTION ----- 270 FRACTIONAL RANDOM FIELDS ----- 282 APPLICATIONS OF FRACTIONAL DIFFUSION ----- 288 APPLICATIONS OF VECTOR FRACTIONAL DIFFUSION -----302 BIBLIOGRAPHY * 309 INDEX ----- 323
any_adam_object	1
author	Meerschaert, Mark M. 1955- Sikorskii, Alla
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building	Verbundindex
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classification_rvk	SK 950
ctrlnum	(OCoLC)1127299303 (DE-599)DNB1154611124
discipline	Mathematik
edition	2nd Edition
format	Book
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illustrated	Illustrated
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isbn	9783110559071 3110559072
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-031244529
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owner_facet	DE-20 DE-29T DE-19 DE-BY-UBM DE-355 DE-BY-UBR DE-11
physical	XII, 325 Seiten Illustrationen, Diagramme
publishDate	2019
publishDateSearch	2019
publishDateSort	2019
publisher	De Gruyter
record_format	marc
series	De Gruyter Studies in Mathematics
series2	De Gruyter Studies in Mathematics
spellingShingle	Meerschaert, Mark M. 1955- Sikorskii, Alla Stochastic models for fractional calculus De Gruyter Studies in Mathematics Stochastische Analysis (DE-588)4132272-1 gnd Anomale Diffusion (DE-588)4532384-7 gnd Gebrochene Analysis (DE-588)4722475-7 gnd Anomale Dispersion (DE-588)4327175-3 gnd
subject_GND	(DE-588)4132272-1 (DE-588)4532384-7 (DE-588)4722475-7 (DE-588)4327175-3
title	Stochastic models for fractional calculus
title_auth	Stochastic models for fractional calculus
title_exact_search	Stochastic models for fractional calculus
title_full	Stochastic models for fractional calculus Mark M. Meerschaert, Alla Sikorskii
title_fullStr	Stochastic models for fractional calculus Mark M. Meerschaert, Alla Sikorskii
title_full_unstemmed	Stochastic models for fractional calculus Mark M. Meerschaert, Alla Sikorskii
title_short	Stochastic models for fractional calculus
title_sort	stochastic models for fractional calculus
topic	Stochastische Analysis (DE-588)4132272-1 gnd Anomale Diffusion (DE-588)4532384-7 gnd Gebrochene Analysis (DE-588)4722475-7 gnd Anomale Dispersion (DE-588)4327175-3 gnd
topic_facet	Stochastische Analysis Anomale Diffusion Gebrochene Analysis Anomale Dispersion
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031244529&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV000005407
work_keys_str_mv	AT meerschaertmarkm stochasticmodelsforfractionalcalculus AT sikorskiialla stochasticmodelsforfractionalcalculus AT walterdegruytergmbhcokg stochasticmodelsforfractionalcalculus

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