Stochastic Calculus for Fractional Brownian Motion and Related Processes

per Mishura, Yuliya., Mishura, Yuliya.
Publicat 2008

Theory of Stochastic Processes With Applications to Financial Mathematics and Risk Theory /

per Gusak, Dmytro., Gusak, Dmytro., Kukush, Alexander., Kulik, Alexey., Mishura, Yuliya., Pilipenko, Andrey.
Publicat 2010

Modern Stochastics and Applications

Publicat 2014