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Integrals, Haar. --- Measure theory. --- Numerical integration.

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Providing a pedagogical introduction to the essential principles of path integrals and Hamiltonians, this book describes cutting-edge quantum mathematical techniques applicable to a vast range of fields, from quantum mechanics, solid state physics, statistical mechanics, quantum field theory, and superstring theory to financial modeling, polymers, biology, chemistry, and quantum finance. Eschewing use of the Schrödinger equation, the powerful and flexible combination of Hamiltonian operators and path integrals is used to study a range of different quantum and classical random systems, succinctly demonstrating the interplay between a system's path integral, state space, and Hamiltonian. With a practical emphasis on the methodological and mathematical aspects of each derivation, this is a perfect introduction to these versatile mathematical methods, suitable for researchers and graduate students in physics and engineering.

Differential operators. --- Differential equations. --- Hamiltonian operator. --- Path integrals.

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The book presents a concise introduction to the basic methods and strategies in fractional calculus and enables the reader to catch up with the state of the art in this field as well as to participate and contribute in the development of this exciting research area. The contents are devoted to the application of fractional calculus to physical problems. The fractional concept is applied to subjects in classical mechanics, group theory, quantum mechanics, nuclear physics, hadron spectroscopy and quantum field theory and it will surprise the reader with new intriguing insights. This new, extende

Fractional calculus. --- Derivatives and integrals, Fractional --- Differentiation of arbitrary order, Integration and --- Differintegration, Generalized --- Fractional derivatives and integrals --- Generalized calculus --- Generalized differintegration --- Integrals, Fractional derivatives and --- Integration and differentiation of arbitrary order --- Calculus

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A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applications. It is written in a style suitable for the text of a graduate course in stochastic calculus, following a course in probability.   Using the modern approach, the stochastic integral is defined for predictable integrands and local martingales; then Itô’s change of variable formula is developed for continuous martingales. Applications include a characterization of Brownian motion, Hermite polynomials of martingales, the Feynman–Kac functional and the Schrödinger equation. For Brownian motion, the topics of local time, reflected Brownian motion, and time change are discussed.   New to the second edition are a discussion of the Cameron–Martin–Girsanov transformation and a final chapter which provides an introduction to stochastic differential equations, as well as many exercises for classroom use.   This book will be a valuable resource to all mathematicians, statisticians, economists, and engineers employing the modern tools of stochastic analysis.   The text also proves that stochastic integration has made an important impact on mathematical progress over the last decades and that stochastic calculus has become one of the most powerful tools in modern probability theory. —Journal of the American Statistical Association     An attractive text…written in [a] lean and precise style…eminently readable. Especially pleasant are the care and attention devoted to details… A very fine book. —Mathematical Reviews  .

Mathematics. --- Distribution (Probability theory) --- Probability Theory and Stochastic Processes. --- Stochastic integrals --- Martingales (Mathematics) --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Integrals, Stochastic --- Math --- Distribution functions --- Frequency distribution --- Probabilities. --- Stochastic integrals. --- Stochastic processes --- Stochastic analysis --- Distribution (Probability theory. --- Characteristic functions --- Probabilities --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk

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After presenting the first volume of this two-volume book, presenting a lot of mathematical and theoretical studies and research related to non-integer calculus, the second volume illustrates applications related to this domain. This volume is made up of 11 chapters. The first chapter presents the heuristic power of the non-integer differential operators in physics starting from the chaos to the emergence, the auto-organizations and the holistic rules. The second chapter shows the dynamics of the fractional order chaotic systems along with some applications. The third chapter represents the pr

Fractional calculus. --- Calculus. --- Analysis (Mathematics) --- Fluxions (Mathematics) --- Infinitesimal calculus --- Limits (Mathematics) --- Mathematical analysis --- Functions --- Geometry, Infinitesimal --- Derivatives and integrals, Fractional --- Differentiation of arbitrary order, Integration and --- Differintegration, Generalized --- Fractional derivatives and integrals --- Generalized calculus --- Generalized differintegration --- Integrals, Fractional derivatives and --- Integration and differentiation of arbitrary order --- Calculus