Fractional S(p)des: Theory, Numerics, And Optimal Control - Image 1

£72.16

World Scientific Publishing Company Fractional S(p)des: Theory, Numerics, And Optimal Control

Name: Fractional S(p)des: Theory, Numerics, And Optimal Control
Brand: World Scientific Publishing Company
Price: 72.16 GBP
Availability: InStock

Applied Mathematics

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£72 today · all-time low £72 (Jun 2026) · usually £72

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Description

Recent breakthroughs in volatility modelling have brought fractional stochastic calculus to a groundbreaking position. Readers of Fractional S(P)DEs will find a unique and comprehensive overview encompassing the theory and the numerics of both ordinary and partial differential equations (SDEs and SPDEs, respectively), driven by fractional Brownian motion. Within this book, both differential equations are considered with fractional noise, while also considering fractional derivatives in the case of SPDEs. Three primary aspects are pursued: Theory and numerics for rough SPDEs; Optimal control of both SDEs and SPDEs driven by fractional Brownian motions (and their applications); And numerics for time-fractional SPDEs driven by both Gaussian and non-Gaussian noises. This series of complementary articles, compiled by two internationally renowned scientists, is united by a common application-oriented view of fractional Brownian motion and its stochastic calculus. As such, this book will be particularly useful for mathematicians working in the fields of stochastics applied in Finance and Natural Sciences, as well as those preparing courses on advanced stochastic processes.

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9819802091
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 03 June 2025
Listed Since: 05 October 2024

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World Scientific Publishing Company Fractional S(p)des: Theory, Numerics, And Optimal Control

About as cheap as it gets. The only time it was cheaper was 1 month ago.

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