Scalas Enrico's Books

Finitary Probabilistic Methods in Econophysics

By: Ubaldo Garibaldi,Enrico Scalas

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Finitary Probabilistic Methods in Econophysics

By: Ubaldo Garibaldi,Enrico Scalas

Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject, discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book.

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343

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Cambridge University Press

Published Date

ISBN 10

1139490672

ISBN 13

9781139490672

Fractional Calculus: Models And Numerical Methods

By: Dumitru Baleanu,Kai Diethelm,Enrico Scalas,Juan J Trujillo

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Fractional Calculus: Models And Numerical Methods

By: Dumitru Baleanu,Kai Diethelm,Enrico Scalas,Juan J Trujillo

The subject of fractional calculus and its applications (that is, convolution-type pseudo-differential operators including integrals and derivatives of any arbitrary real or complex order) has gained considerable popularity and importance during the past three decades or so, mainly due to its applications in diverse fields of science and engineering. These operators have been used to model problems with anomalous dynamics, however, they also are an effective tool as filters and controllers, and they can be applied to write complicated functions in terms of fractional integrals or derivatives of elementary functions, and so on.This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models.All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book was written with a trade-off in mind between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice. Numerical code is also provided.

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Page Count

426

Publisher

World Scientific

Published Date

ISBN 10

9814458635

ISBN 13

9789814458634

Fractional Calculus: Models And Numerical Methods (Second Edition)

By: Juan J Trujillo,Enrico Scalas,Kai Diethelm,Dumitru Baleanu

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Fractional Calculus: Models And Numerical Methods (Second Edition)

By: Juan J Trujillo,Enrico Scalas,Kai Diethelm,Dumitru Baleanu

This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models.All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book will keep in mind the trade-off between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice.The second edition of the book has been expanded and now includes a discussion of additional, newly developed numerical methods for fractional calculus and a chapter on the application of fractional calculus for modeling processes in the life sciences.

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Page Count

477

Publisher

World Scientific

Published Date

ISBN 10

9813140054

ISBN 13

9789813140059

Finitary Probabilistic Methods in Econophysics

By: Ubaldo Garibaldi,Enrico Scalas

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Finitary Probabilistic Methods in Econophysics

By: Ubaldo Garibaldi,Enrico Scalas

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Page Count

343

Publisher

Cambridge University Press

Published Date

ISBN 10

1139490672

ISBN 13

9781139490672

Fractional Calculus

Models and Numerical Methods

By: Dumitru Baleanu,Juan J. Trujillo

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Fractional Calculus

Models and Numerical Methods

By: Dumitru Baleanu,Juan J. Trujillo

This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models. All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book will keep in mind the trade-off between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice. The second edition of the book has been expanded and now includes a discussion of additional, newly developed numerical methods for fractional calculus and a chapter on the application of fractional calculus for modeling processes in the life sciences.

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Page Count

448

Publisher

Series on Complexity, Nonlinearity, and Chaos

Published Date

ISBN 10

9813140038

ISBN 13

9789813140035

Fractional Calculus: Models And Numerical Methods (Second Edition)

By: Juan J Trujillo,Enrico Scalas,Kai Diethelm,Dumitru Baleanu

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Fractional Calculus: Models And Numerical Methods (Second Edition)

By: Juan J Trujillo,Enrico Scalas,Kai Diethelm,Dumitru Baleanu

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Solve jigsaw puzzle

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Page Count

477

Publisher

World Scientific

Published Date

ISBN 10

9813140054

ISBN 13

9789813140059

Book's by Scalas Enrico

Finitary Probabilistic Methods in Econophysics

Finitary Probabilistic Methods in Econophysics

Fractional Calculus: Models And Numerical Methods

Fractional Calculus: Models And Numerical Methods

Fractional Calculus: Models And Numerical Methods (Second Edition)

Fractional Calculus: Models And Numerical Methods (Second Edition)

Finitary Probabilistic Methods in Econophysics

Finitary Probabilistic Methods in Econophysics

Fractional Calculus

Fractional Calculus

Fractional Calculus: Models And Numerical Methods (Second Edition)

Fractional Calculus: Models And Numerical Methods (Second Edition)

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