Stochastic Models for Fractional Calculus

Mark M. Meerschaert and Alla Sikorskii

The Second Edition of the text is now available!  It includes new sections on

• The fractional Poisson process
• Distributed order fractional derivatives
• Correlation structure for fractional processes
  

ISBN 978-3-11-056024-4
De Gruyter Studies in Mathematics, Vol. 43
Walter de Gruyter, Berlin/Boston, 2019

Please contact Mark M. Meerschaert if you discover any errors in this book. 

Click here to see the Table of Contents. 

Click here to see the Preface.

Click here to download R codes listed and used in this book.  Run these codes using the freely available R software.