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Fractional calculus has emerged as a powerful and effective mathematical tool in the study of several phenomena in science and engineering. This text addressed to researchers, graduate students, and practitioners combines deterministic fractional calculus with the analysis of the fractional Brownian motion and its associated fractional stochastic calculus and includes examples, exercises, and problems that focus on computational aspects.
Yuliya Mishura, Ukraine) Mishura, Yuliya (Head, Department of Probability, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko Kyiv National University, Kiev
Oksana Banna, Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar, Ukraine) Banna, Oksana (Taras Shevchenko National University of Kyiv, Ukraine) Mishura, Yuliya (Taras Shevchenko National University of Kyiv, Ukraine) Ralchenko, Kostiantyn (Taras Shevchenko National University of Kyiv, Ukraine) Shklyar, Sergiy (Taras Shevchenko National University of Kyiv