Hardcover
Fractional calculus meets stochastic equations: theory, numerics, and optimal control.
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Fractional S(p)des: Theory, Numerics, And Optimal Control
$251.99
- Hardcover
300 pages
- Release Date
3 July 2025
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Summary
Fractional S(P)DEs: A Deep Dive into Theory, Numerics, and Optimal Control
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 …
Book Details
| ISBN-13: | 9789819802098 |
|---|---|
| ISBN-10: | 9819802091 |
| Author: | Wilfried Grecksch, Hannelore Lisei |
| Publisher: | World Scientific Publishing Co Pte Ltd |
| Imprint: | World Scientific Publishing Co Pte Ltd |
| Format: | Hardcover |
| Number of Pages: | 300 |
| Release Date: | 3 July 2025 |
| Weight: | 0g |
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