Analysis Of Fractional Stochastic Processes: Advances And Applications - Proceedings Of The 7Th Jagna International Workshop, Bernido Christopher C & Carpio-Bernido M Victoria
Автор: Biagini, Francesca Hu, Yaozhong Oksendal, Bernt Zh Название: Stochastic calculus for fractional brownian motion and applications ISBN: 1852339969 ISBN-13(EAN): 9781852339968 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This book presents an account of different definitions of stochastic integration for fBm, and to give applications of the resulting theory. It is suitable for students of mathematics, biology, and meteorology.
The books Fractional Calculus with Applications in Mechanics: Vibrations and Diffusion Processes and Fractional Calculus with Applications in Mechanics: Wave Propagation, Impact and Variational Principles contain various applications of fractional calculus to the fields of classical mechanics. Namely, the books study problems in fields such as viscoelasticity of fractional order, lateral vibrations of a rod of fractional order type, lateral vibrations of a rod positioned on fractional order viscoelastic foundations, diffusion-wave phenomena, heat conduction, wave propagation, forced oscillations of a body attached to a rod, impact and variational principles of a Hamiltonian type. The books will be useful for graduate students in mechanics and applied mathematics, as well as for researchers in these fields.
Part 1 of this book presents an introduction to fractional calculus. Chapter 1 briefly gives definitions and notions that are needed later in the book and Chapter 2 presents definitions and some of the properties of fractional integrals and derivatives.
Part 2 is the central part of the book. Chapter 3 presents the analysis of waves in fractional viscoelastic materials in infinite and finite spatial domains. In Chapter 4, the problem of oscillations of a translatory moving rigid body, attached to a heavy, or light viscoelastic rod of fractional order type, is studied in detail. In Chapter 5, the authors analyze a specific engineering problem of the impact of a viscoelastic rod against a rigid wall. Finally, in Chapter 6, some results for the optimization of a functional containing fractional derivatives of constant and variable order are presented.
Автор: Xiao Jun Yang Название: Local Fractional Integral Transforms and Their Applications ISBN: 0128040025 ISBN-13(EAN): 9780128040027 Издательство: Elsevier Science Рейтинг: Цена: 11620.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Local Fractional Integral Transforms and Their Applications provides information on how local fractional calculus has been successfully applied to describe the numerous widespread real-world phenomena in the fields of physical sciences and engineering sciences that involve non-differentiable behaviors. The methods of integral transforms via local fractional calculus have been used to solve various local fractional ordinary and local fractional partial differential equations and also to figure out the presence of the fractal phenomenon. The book presents the basics of the local fractional derivative operators and investigates some new results in the area of local integral transforms.
Provides applications of local fractional Fourier Series
Discusses definitions for local fractional Laplace transforms
Explains local fractional Laplace transforms coupled with analytical methods
Автор: Francesca Biagini; Yaozhong Hu; Bernt ?ksendal; Tu Название: Stochastic Calculus for Fractional Brownian Motion and Applications ISBN: 1849969949 ISBN-13(EAN): 9781849969949 Издательство: Springer Рейтинг: Цена: 11878.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory.
Автор: Fallahgoul, Hassan Название: Fractional Calculus and Fractional Processes with Applications to ISBN: 0128042486 ISBN-13(EAN): 9780128042489 Издательство: Elsevier Science Рейтинг: Цена: 9264.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives. Research on fractional calculus started in full earnest in the second half of the twentieth century. The fractional paradigm applies not only to calculus, but also to stochastic processes, used in many applications in financial economics such as modelling volatility, interest rates, and modelling high-frequency data. The key features of fractional processes that make them interesting are long-range memory, path-dependence, non-Markovian properties, self-similarity, fractal paths, and anomalous diffusion behaviour. In this book, the authors discuss how fractional calculus and fractional processes are used in financial modelling and finance economic theory. It provides a practical guide that can be useful for students, researchers, and quantitative asset and risk managers interested in applying fractional calculus and fractional processes to asset pricing, financial time-series analysis, stochastic volatility modelling, and portfolio optimization.
Автор: Caponetto Riccardo Et Al Название: Fractional Order Systems: Modeling And Control Applications ISBN: 9814304190 ISBN-13(EAN): 9789814304191 Издательство: World Scientific Publishing Рейтинг: Цена: 13781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: It is well known that FOS can be applied in control applications and systems modeling, and their effectiveness has been proven in many theoretical works and simulation routines. This book aims to propose implementations and applications of Fractional Order Systems (FOS).
Описание: Classical trigonometry plays a very important role relative to integer order calculus, and together with the common exponential function, provides solutions for linear differential equations.
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