Show simple item record

Mathematical Economics

Application of Fractional Calculus

dc.contributor.editorTarasov, Vasily E.
dc.date.accessioned2021-05-01T15:15:19Z
dc.date.available2021-05-01T15:15:19Z
dc.date.issued2020
dc.identifierONIX_20210501_9783039361182_334
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/68588
dc.description.abstractThis book is devoted to the application of fractional calculus in economics to describe processes with memory and non-locality. Fractional calculus is a branch of mathematics that studies the properties of differential and integral operators that are characterized by real or complex orders. Fractional calculus methods are powerful tools for describing the processes and systems with memory and nonlocality. Recently, fractional integro-differential equations have been used to describe a wide class of economical processes with power law memory and spatial nonlocality. Generalizations of basic economic concepts and notions the economic processes with memory were proposed. New mathematical models with continuous time are proposed to describe economic dynamics with long memory. This book is a collection of articles reflecting the latest mathematical and conceptual developments in mathematical economics with memory and non-locality based on applications of fractional calculus.
dc.languageEnglish
dc.subject.classificationthema EDItEUR::K Economics, Finance, Business and Managementen_US
dc.subject.othermathematical economics
dc.subject.othereconomic theory
dc.subject.otherfractional calculus
dc.subject.otherfractional dynamics
dc.subject.otherlong memory
dc.subject.othernon-locality
dc.subject.otherfractional generalization
dc.subject.othereconometric modelling
dc.subject.otheridentification
dc.subject.otherPhillips curve
dc.subject.otherMittag-Leffler function
dc.subject.othergeneralized fractional derivatives
dc.subject.othergrowth equation
dc.subject.otherMittag–Leffler function
dc.subject.otherCaputo fractional derivative
dc.subject.othereconomic growth model
dc.subject.otherleast squares method
dc.subject.otherfractional diffusion equation
dc.subject.otherfundamental solution
dc.subject.otheroption pricing
dc.subject.otherrisk sensitivities
dc.subject.otherportfolio hedging
dc.subject.otherbusiness cycle model
dc.subject.otherstability
dc.subject.othertime delay
dc.subject.othertime-fractional-order
dc.subject.otherHopf bifurcation
dc.subject.otherEinstein’s evolution equation
dc.subject.otherKolmogorov–Feller equation
dc.subject.otherdiffusion equation
dc.subject.otherself-affine stochastic fields
dc.subject.otherrandom market hypothesis
dc.subject.otherefficient market hypothesis
dc.subject.otherfractal market hypothesis
dc.subject.otherfinancial time series analysis
dc.subject.otherevolutionary computing
dc.subject.othermodelling
dc.subject.othereconomic growth
dc.subject.otherprediction
dc.subject.otherGroup of Twenty
dc.subject.otherpseudo-phase space
dc.subject.othereconomy
dc.subject.othersystem modeling
dc.subject.otherdeep assessment
dc.subject.otherleast squares
dc.subject.othermodeling
dc.subject.otherGDP per capita
dc.subject.otherLSTM
dc.subject.othereconophysics
dc.subject.othercontinuous-time random walk (CTRW)
dc.subject.otherMittag–Leffler functions
dc.subject.otherLaplace transform
dc.subject.otherFourier transform
dc.subject.othern/a
dc.titleMathematical Economics
dc.title.alternativeApplication of Fractional Calculus
dc.typebook
oapen.identifier.doi10.3390/books978-3-03936-119-9
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0
oapen.relation.isbn9783039361182
oapen.relation.isbn9783039361199
oapen.pages278
oapen.place.publicationBasel, Switzerland


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record

https://creativecommons.org/licenses/by/4.0/
Except where otherwise noted, this item's license is described as https://creativecommons.org/licenses/by/4.0/