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...
Gardado en:
| Main Authors: | , , , |
|---|---|
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | English |
| Publicado: |
London :
Springer London : Imprint: Springer,
2008.
|
| Edición: | 1st ed. 2008. |
| Series: | Probability and Its Applications,
|
| Subjects: | |
| Acceso en liña: | https://doi.org/10.1007/978-1-84628-797-8 |
| Tags: |
Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|