Fractional Deterministic and Stochastic Calculus 1st Edition

Fractional Deterministic and Stochastic Calculus — 1st Edition by Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi

Discover a state-of-the-art treatment of fractional calculus that unites deterministic operators with their stochastic counterparts. This authoritative 1st edition presents a clear, rigorous pathway from foundational definitions to modern applications, making it an essential resource for graduate students, researchers, and applied scientists across Europe, North America, and Asia.

Begin with a concise yet deep introduction to fractional derivatives and integrals, then move seamlessly into stochastic extensions that explain fractional Brownian motion, fractional integration, and differential equations driven by long-memory processes. The authors balance formal proofs with intuitive explanations and worked examples so readers develop both theoretical understanding and practical skills.

Ideal for course use or independent study, the book emphasizes core results, existence and uniqueness theorems, and analytical techniques relevant to mathematical finance, physics, signal processing, and engineering. Carefully curated examples illuminate how fractional models capture memory and hereditary effects that classical calculus cannot, while advanced sections orient readers toward current research frontiers.

Engaging, precise, and accessible, this volume is crafted by leading specialists to serve the global academic community. Whether you are aiming to master fractional stochastic modeling or to apply its tools to real-world problems, this book offers a compelling, modern roadmap. Secure your copy of this indispensable reference today and advance your understanding of fractional deterministic and stochastic calculus.

Note: eBooks do not include supplementary materials such as CDs, access codes, etc.