Fractional calculus and fractional processes with applications to financial economics presents the theory and application of fractional calculus and fractional processes to financial data fractional calculus dates back to 1695 when gottfried wilhelm leibniz first suggested the possibility of fractional derivatives. Fractional calculus is a field of mathematics study that qrows out of the tra ditional definitions of calculus integral and derivative operators in much the sameway fractionalexponentsis anoutgrowthof exponentswithintegervalue the concept of fractional calculus fractional derivatives and fractional in tegral is not new. Processes of the form 11 applying fractional calculus thus generalising the famous construction for integrals wrt fractional brownian motion from 32 33 the use of fractional calculus allows for a bridging between stochastic and deterministic methods which is very interesting from the use of models indeed our aim is to set. The special session is intended to review new developments based on the fractional di erentiation both on theoretical and application aspects this special session is a place for researchers and practitioners sharing ideas on the theories applica tions numerical methods and simulations of fractional calculus and fractional di erential equations
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