Stochastic models for fractional calculus
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Publication:5915902
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
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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