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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications Francesca Biagini 2008 edition
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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications
Francesca Biagini
The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory.
344 pages, 1, black & white illustrations
| Media | Bøker Innbunden bok (Bok med hard rygg og stivt omslag) |
| Utgitt | 25. februar 2008 |
| ISBN13 | 9781852339968 |
| Utgivere | Springer London Ltd |
| Antall sider | 330 |
| Mål | 160 × 241 × 26 mm · 657 g |
| Språk | Engelsk |
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