Comment :

ISBN 13 : 978-0128042489

Contents :
Part I: Theory
1: Fractional calculus and fractional processes: an overview
2: Fractional Calculus
3: Fractional Brownian Motion
4: Fractional Diffusion and Heavy Tail Distributions: Stable Distribution
5: Fractional Diffusion and Heavy Tail Distributions: Geo-Stable Distribution

Part II: Applications
6: Fractional Partial Differential Equation and Option Pricing
7: Continuous-Time Random Walk and Fractional Calculus
8: Applications of Fractional Processes

Language : English

Location : Nice Library

Material : Paper

Statement : Présent

Faculty's books : Oui

Owner : Bibliothèque