Stochastic Models for Fractional Calculus

Beschreibung

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, physics, biology, medicine, and engineering.

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

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