Generalized Convexity and Fractional Programming with Economic Applications, Alberto Cambini; Erio Castagnoli; Laura Martein; P

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
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Цена: 102480.00 T
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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: 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
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Описание: The main subject of the monograph is the fractional calculus in the discrete version.

Автор: Lorenzo
Название: The Fractional Trigonometry - With Applications to Fractional Differential Equations and Science
ISBN: 1119139406 ISBN-13(EAN): 9781119139409
Издательство: Wiley
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Цена: 124550.00 T
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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.

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
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Цена: 79190.00 T
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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: N K Bliev
Название: Generalized Analytic Functions in Fractional Spaces
ISBN: 0582288614 ISBN-13(EAN): 9780582288614
Издательство: Taylor&Francis
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Цена: 142910.00 T
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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: E.B. Bajalinov
Название: Linear-Fractional Programming Theory, Methods, Applications and Software
ISBN: 1461348226 ISBN-13(EAN): 9781461348221
Издательство: Springer
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Цена: 139750.00 T
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Описание: This is a book on Linear-Fractional Programming (here and in what follows we will refer to it as "LFP"). In linear-fractional programming, the goal is to determine a per- missible allocation of resources that will maximize or minimize some specific showing, such as profit gained per unit of cost, or cost of unit of product produced, etc.

Автор: Andrew Eberhard; Nicolas Hadjisavvas; D.T. Luc
Название: Generalized Convexity, Generalized Monotonicity and Applications
ISBN: 1441936475 ISBN-13(EAN): 9781441936479
Издательство: Springer
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Цена: 194730.00 T
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Описание: In recent years there is a growing interest in generalized convex fu- tions and generalized monotone mappings among the researchers of - plied mathematics and other sciences.

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
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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: Serge Cohen; Jacques Istas
Название: Fractional Fields and Applications
ISBN: 3642367380 ISBN-13(EAN): 9783642367380
Издательство: Springer
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Цена: 37260.00 T
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Описание: Foreword.- Contents.- Introduction.- Preliminaries.- Self-similarity.- Asymptotic self-similarity.- Statistics.- Simulations.- A Appendix.- B Appendix.- References.

Автор: George A. Anastassiou; Ioannis K. Argyros
Название: Intelligent Numerical Methods: Applications to Fractional Calculus
ISBN: 3319267205 ISBN-13(EAN): 9783319267203
Издательство: Springer
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Цена: 149060.00 T
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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: B. Ross
Название: Fractional Calculus and Its Applications
ISBN: 354007161X ISBN-13(EAN): 9783540071617
Издательство: Springer
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Цена: 37220.00 T
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Автор: Dumitru Baleanu; Ziya B. Guvenc; J.A. Tenreiro Mac
Название: New Trends in Nanotechnology and Fractional Calculus Applications
ISBN: 9400790996 ISBN-13(EAN): 9789400790995
Издательство: Springer
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Цена: 156720.00 T
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Описание: In recent years, fractional calculus has played a major role in various fields such as mechanics, electricity, biology and economics. This book presents the state-of-the-art in the study of fractional systems and the application of fractional differentiation.