eBook PDF Fractional Deterministic and Stochastic Calculus 4 Volume 1st Edition By Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
Fractional Deterministic and Stochastic Calculus is an authoritative graduate-level mathematics monograph written by Giacomo Ascione, Yuliya Mishura, and Enrica Pirozzi. Published by De Gruyter on December 31, 2023, this text serves as Volume 4 of the De Gruyter Series in Probability and Stochastics. It bridges foundational fractional operators with advanced stochastic calculations involving fractional Brownian motion. [1, 2]
Core Book Specifications
- Title: Fractional Deterministic and Stochastic Calculus
- Edition: 1st Edition
- Volume in Series: Volume 4
- Print Length: 462 pages
- Publisher: De Gruyter
- Hardcover ISBN: 978-3110779813
- eBook ISBN: 978-3110780017 [1, 2, 3, 4]
Main Subjects Covered
- Deterministic Fractional Analysis: Introduces main fractional operators, general properties, and fractional integrals (including Hölder continuity).
- Stochastic Processes: Covers fractional Brownian motion, inverse stable subordinators, and trapping phenomena modeling.
- Advanced Frameworks: Analyzes newer concepts like reflected and delayed fractional processes.
- Computational Applications: Emphasizes fractional stochastic differential equations, R programming tools, and practical exercises. [1, 2, 4]
Target Audience
- Institutional libraries
- Graduate mathematics students
- Researchers in statistical estimation
- Science and engineering practitioners [1, 2]
Updated: Mon, 11 May 2026 23:00:54 +0300