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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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Autors principals: Biagini, Francesca. (Autor, 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)
Autor corporatiu: SpringerLink (Online service)
Format: Electrònic eBook
Idioma:English
Publicat: London : Springer London : Imprint: Springer, 2008.
Edició:1st ed. 2008.
Periòdiques:Probability and Its Applications,
Matèries:
Probabilities.
Statistics .
Applied mathematics.
Engineering mathematics.
Probability Theory and Stochastic Processes.
Statistics for Business, Management, Economics, Finance, Insurance.
Applications of Mathematics.
Accés en línia:https://doi.org/10.1007/978-1-84628-797-8
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https://doi.org/10.1007/978-1-84628-797-8

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