Stochastic models for fractional calculus

DOI10.1515/9783110560244zbMath1490.60004OpenAlexW642707038MaRDI QIDQ5915902

Alla Sikorskii, Mark M. Meerschaert

Publication date: 15 January 2019

Published in: De Gruyter Studies in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/9783110560244

zbMATH Keywords

fractional calculus

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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