Fractional S(p)des: Theory, Numerics, And Optimal Control

Recent breakthroughs in volatility modelling have brought fractional stochastic calculus to a groundbreaking position. Readers of Fractional S(P)DEs will find a unique and comprehensive overview encompassing the theory and the numerics of both ordinary and partial differential equations (SDEs and SPDEs, respectively), driven by fractional Brownian motion.Within this book, both differential equations are considered with fractional noise, while also considering fractional derivatives in the case o