Stochastic Models for Fractional Calculus

Beschreibung

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics.While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.
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.

Autor*in

Mark M. Meerschaert

Themen in »Stochastic Models for Fractional Calculus«

Anomalous Diffusion Fractional Calculus Model Fractional Derivative Fractional Diffusion Equation Particle Jump Probability Random Walk Satistical Physics Tempered Fractional Derivative Vector Fractional Derivative fractional diffusion equations, random walks, statistical physics

Stimmen zu »Stochastic Models for Fractional Calculus«

"[...] It is mainly a book for graduate students and researchers in probability and stochastic processes; however, it is written in a style which makes it accessible also to scientists from other fields. In particular, the examples and real-life applications presented make it attractive also for non-mathematicians. Overall, the book should become a standard reference for researchers who work in the area of fractional calculus, anomalous diffusion, and heavy tails. It will definitely inspire both theoreticians and practitioners to further develop the theory of anomalous diffusion."Marcin Magdziarz, Mathematical Reviews
()

Details

Link teilen