Fractals and Fractional Calculus in Continuum Mechanics, Alberto Carpinteri; Francesco Mainardi
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: 102480.00 T 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.
Автор: Fallahgoul, Hassan Название: Fractional Calculus and Fractional Processes with Applications to ISBN: 0128042486 ISBN-13(EAN): 9780128042489 Издательство: Elsevier Science Рейтинг: Цена: 61760.00 T 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: Goodrich, Christopher Peterson, Allan C. Название: Discrete fractional calculus ISBN: 3319255606 ISBN-13(EAN): 9783319255606 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This text provides the first comprehensive treatment of the discrete fractional calculus. Chapters 1-2 provide a basic introduction to the delta calculus including fractional calculus on the set of integers.
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: N K Bliev Название: Generalized Analytic Functions in Fractional Spaces ISBN: 0582288614 ISBN-13(EAN): 9780582288614 Издательство: Taylor&Francis Рейтинг: Цена: 142910.00 T Наличие на складе: Поставка под заказ. Описание: This is a study of the foundation of the general theory of generalized analytic functions in fractional spaces. The employment of fractional spaces and inclusion theorems offers the possibility of applications of the theory of generalized analytic functions.
Автор: Almeida Ricardo, Pooseh Shakoor, Torres Delfim F. Название: Computational Methods in the Fractional Calculus of Variations ISBN: 1783266406 ISBN-13(EAN): 9781783266401 Издательство: World Scientific Publishing Рейтинг: Цена: 68640.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book fills a gap in the literature by introducing numerical techniques to solve problems of the Fractional Calculus of Variations (FCV). In most cases, finding the analytic solution to such problems is extremely difficult or even impossible, and numerical methods need to be used.
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: 79190.00 T 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: J. Sabatier; O. P. Agrawal; J. A. Tenreiro Machado Название: Advances in Fractional Calculus ISBN: 9048175135 ISBN-13(EAN): 9789048175130 Издательство: Springer Рейтинг: Цена: 200260.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: In the last two decades, fractional (or non integer) differentiation has played a very important role in various fields such as mechanics, electricity, chemistry, biology, economics, control theory and signal and image processing.
Автор: Ostalczyk Piotr Название: Discrete Fractional Calculus: Applications In Control And Image Processing ISBN: 9814725668 ISBN-13(EAN): 9789814725668 Издательство: World Scientific Publishing Цена: 141510.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The main subject of the monograph is the fractional calculus in the discrete version.
Автор: George A. Anastassiou; Ioannis K. Argyros Название: Intelligent Numerical Methods: Applications to Fractional Calculus ISBN: 3319267205 ISBN-13(EAN): 9783319267203 Издательство: Springer Рейтинг: Цена: 149060.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: In this monograph the authors present Newton-type, Newton-like and other numerical methods, which involve fractional derivatives and fractional integral operators, for the first time studied in the literature.
Автор: Manuel Duarte Ortigueira Название: Fractional Calculus for Scientists and Engineers ISBN: 9400736371 ISBN-13(EAN): 9789400736375 Издательство: Springer Рейтинг: Цена: 104480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: In recent years fractional calculus has been rediscovered by scientists and engineers and applied in an increasing number of fields. This book gives a practical and multidisciplinary overview of Fractional Calculus as it relates to Signal Processing.
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