Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. fBm represents a natural one-parameter extension of classical Brownian motion therefore...
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| Päätekijät: | , , , |
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| Yhteisötekijä: | |
| Aineistotyyppi: | Elektroninen E-kirja |
| Kieli: | English |
| Julkaistu: |
London :
Springer London : Imprint: Springer,
2008.
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| Painos: | 1st ed. 2008. |
| Sarja: | Probability and Its Applications,
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| Aiheet: | |
| Linkit: | https://doi.org/10.1007/978-1-84628-797-8 |
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