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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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Главные авторы:	Biagini, Francesca. (Автор, http://id.loc.gov/vocabulary/relators/aut), Hu, Yaozhong. (http://id.loc.gov/vocabulary/relators/aut), Øksendal, Bernt. (http://id.loc.gov/vocabulary/relators/aut), Zhang, Tusheng. (http://id.loc.gov/vocabulary/relators/aut)
Соавтор:	SpringerLink (Online service)
Формат:	Электронный ресурс eКнига
Язык:	English
Опубликовано:	London : Springer London : Imprint: Springer, 2008.
Редактирование:	1st ed. 2008.
Серии:	Probability and Its Applications,
Предметы:	Probabilities. Statistics . Applied mathematics. Engineering mathematics. Probability Theory and Stochastic Processes. Statistics for Business, Management, Economics, Finance, Insurance. Applications of Mathematics.
Online-ссылка:	https://doi.org/10.1007/978-1-84628-797-8
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!

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