5 Numerical methods and simulation

Chapters in this book

1. Frontmatter I
2. Introduction V
3. Contents IX
4. List of notations and abbreviations XIII
5. 1 Fractional integrals and derivatives 1
6. 2 Integral and differential equations involving fractional operators 120
7. 3 Fractional Brownian motion and its environment 191
8. 4 Stochastic processes and fractional differential equations 259
9. 5 Numerical methods and simulation 338
10. A Basics in complex analysis and integral transforms 399
11. B Special functions 411
12. C Stochastic processes 417
13. Bibliography 429
14. Index 439