Format:
1 Online-Ressource (X, 291 S.) :
,
Ill., graph. Darst.
ISBN:
978-3-11-025816-5
Series Statement:
De Gruyter studies in mathematics 43
Note:
Description based upon print version of record. - Alla Sikorskii. - 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
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 978-3-11-025869-1
Language:
English
Subjects:
Mathematics
Keywords:
Gebrochene Analysis
;
Anomale Diffusion
;
Stochastische Analysis
;
Gebrochene Analysis
;
Anomale Dispersion
;
Stochastische Analysis
DOI:
10.1515/9783110258165
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
Volltext
(URL des Erstveröffentlichers)
Author information:
Meerschaert, Mark M. 1955-
Author information:
Sikorskii, Alla
