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Beyond the triangle[electronic resource] :Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	515/.353
書名/作者:	Beyond the triangle : Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations // Sabir Umarov, Marjorie Hahn, Kei Kobayashi.
作者:	Umarov, Sabir.
其他作者:	Hahn, Marjorie G.
出版者:	Singapore : : World Scientific,, c2018.
面頁冊數:	1 online resource (192 p.) : : ill.
標題:	Brownian motion processes.
標題:	Fokker-Planck equation.
標題:	Stochastic differential equations.
標題:	Electronic books.
ISBN:	9789813230927
書目註:	Includes bibliographical references (p. 161-173) and index.
摘要、提要註:	"The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker–Planck–Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker–Planck–Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction. This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students."--
電子資源:	https://www.worldscientific.com/worldscibooks/10.1142/10734#t=toc

Beyond the triangle[electronic resource] :Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /
Umarov, Sabir.

Beyond the triangleBrownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /[electronic resource] :Sabir Umarov, Marjorie Hahn, Kei Kobayashi. - 1st ed. - Singapore :World Scientific,c2018. - 1 online resource (192 p.) :ill.

Includes bibliographical references (p. 161-173) and index.

"The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker–Planck–Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker–Planck–Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction. This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students."--

Electronic reproduction.
Singapore :
World Scientific,
[2018]

Mode of access: World Wide Web.

ISBN: 9789813230927Subjects--Topical Terms:

394223
Brownian motion processes.

LC Class. No.: QA274.75 / .U43 2018

Dewey Class. No.: 515/.353

Beyond the triangle[electronic resource] :Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /
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020 $z 9789813230910 $q (hbk.)
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050 0 4 $a QA274.75 $b .U43 2018
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100 1 $a Umarov, Sabir. $3 634217
245 1 0 $a Beyond the triangle $h [electronic resource] : $b Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations / $c Sabir Umarov, Marjorie Hahn, Kei Kobayashi.
250 $a 1st ed.
260 $a Singapore : $b World Scientific, $c c2018.
300 $a 1 online resource (192 p.) : $b ill.
504 $a Includes bibliographical references (p. 161-173) and index.
520 $a "The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker–Planck–Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker–Planck–Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction. This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students."-- $c Provided by publisher.
533 $a Electronic reproduction. $b Singapore : $c World Scientific, $d [2018]
538 $a Mode of access: World Wide Web.
588 $a Description based on online resource; title from PDF title page (viewed February 13, 2018)
650 0 $a Brownian motion processes. $3 394223
650 0 $a Fokker-Planck equation. $3 709883
650 0 $a Stochastic differential equations. $3 464106
650 0 $a Electronic books. $2 local $3 376747
700 1 $a Hahn, Marjorie G. $3 709881
700 1 $a Kobayashi, Kei. $3 709882
856 4 0 $u https://www.worldscientific.com/worldscibooks/10.1142/10734#t=toc

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