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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations

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Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations (Hardcover) Loot Price: R2,524
Discovery Miles 25 240
Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations (Hardcover): Sabir...

Beyond The Triangle: Brownian Motion, Ito Calculus, And Fokker-planck Equation - Fractional Generalizations (Hardcover)

Sabir Umarov, Marjorie Hahn, Kei Kobayashi

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Loot Price R2,524 Discovery Miles 25 240 | Repayment Terms: R237 pm x 12*

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The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck-Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction.This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students.

General

Imprint: World Scientific Publishing Co Pte Ltd
Country of origin: Singapore
Release date: April 2018
First published: 2018
Authors: Sabir Umarov • Marjorie Hahn • Kei Kobayashi
Dimensions: 249 x 172 x 19mm (L x W x T)
Format: Hardcover
Pages: 192
ISBN-13: 978-981-3230-91-0
Categories: Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
LSN: 981-3230-91-6
Barcode: 9789813230910

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