Stochastic models for fractional calculus, Mark M. Meerschaert, Alla Sikorskii

Resource Information

The instance Stochastic models for fractional calculus, Mark M. Meerschaert, Alla Sikorskii represents a material embodiment of a distinct intellectual or artistic creation found in University of Missouri-St. Louis Libraries. This resource is a combination of several types including: Instance, Electronic.

Image

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Label

Stochastic models for fractional calculus, Mark M. Meerschaert, Alla Sikorskii

Statement of responsibility

Mark M. Meerschaert, Alla Sikorskii

Instantiates

• Stochastic models for fractional calculus

Publication

• Berlin, De Gruyter, ©2012

Bibliography note

Includes bibliographical references (pages 279-288), and index

Carrier category

online resource

Carrier category code

• cr

Carrier MARC source

rdacarrier

Content category

text

Content type code

• txt

Content type MARC source

rdacontent

Contents

• Stable limit distributions
• Infinitely divisible laws
• Stable characteristic functions
• Semigroups
• Poisson approximation
• Shifted Poisson approximation
• Triangular arrays
• One-sided stable limits
• Two-sided stable limits
• Continuous time random walks
• Introduction
• Regular variation
• Stable central limit theorem
• Continuous time random walks
• Convergence in Skorokhod space
• CTRW governing equations
• Computations in R
• R codes for fractional diffusion
• Sample path simulations
• The traditional diffusion model
• Fractional diffusion
• Fractional derivatives
• The Grünwald formula
• More fractional derivatives
• The Caputo derivative
• Time-fractional diffusion
• Generalized domains of attraction
• Applications and extensions
• LePage series representation
• Tempered stable laws
• Tempered fractional derivatives
• Pearson diffusions
• Fractional Pearson diffusions
• Fractional Brownian motion
• Fractional random fields
• Applications of fractional diffusion
• Vector fractional diffusion
• Applications of vector fractional diffusion
• Vector random walks
• Vector random walks with heavy tails
• Triangular arrays of random vectors
• Stable random vectors
• Vector fractional diffusion equation
• Operator stable laws
• Operator regular variation

Control code

772845223

Dimensions

unknown

Extent

1 online resource (x, 294 pages)

Form of item

online

Isbn

9783110258165

Media category

computer

Media MARC source

rdamedia

Media type code

• c

Other control number

10.1515/9783110258165

Other physical details

illustrations

http://library.link/vocab/ext/overdrive/overdriveId

835465

Record ID

.b127835908

Specific material designation

remote

System control number

(OCoLC)772845223