東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Beyond the triangle = Brownian motio...

Umarov, Sabir.

Linked to FindBook

Google Book

Amazon

博客來

Beyond the triangle = Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Beyond the triangle/ Sabir Umarov, Marjorie Hahn, Kei Kobayashi.
Reminder of title:	Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /
Author:	Umarov, Sabir.
other author:	Hahn, Marjorie G.
Published:	Singapore :World Scientific, : c2018.,
Description:	1 online resource (192 p.) :ill.
Subject:	Brownian motion processes. -
Online resource:	https://www.worldscientific.com/worldscibooks/10.1142/10734#t=toc
ISBN:	9789813230927

Beyond the triangle = 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:

646794
Brownian motion processes.

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

Dewey Class. No.: 515/.353

Beyond the triangle = Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /
LDR:02299cmm a2200301 a 4500 001 2182719
003 WSP
005 20180213135400.7
006 m o d
007 cr cnu---unuuu
008 191202s2018 si a ob 001 0 eng d
010 $z 2017042756
020 $a 9789813230927 $q (electronic bk.)
020 $z 9789813230910 $q (hbk.)
035 $a 00010734
040 $a WSPC $b eng $c WSPC
041 0 $a eng
050 0 4 $a QA274.75 $b .U43 2018
082 0 4 $a 515/.353 $2 23
100 1 $a Umarov, Sabir. $3 2160318
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 646794
650 0 $a Fokker-Planck equation. $3 739438
650 0 $a Stochastic differential equations. $3 621860
650 0 $a Electronic books. $3 855788
700 1 $a Hahn, Marjorie G. $3 3391369
700 1 $a Kobayashi, Kei. $3 3391370
856 4 0 $u https://www.worldscientific.com/worldscibooks/10.1142/10734#t=toc