Image de couverture de livre

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...

Description complète

Enregistré dans:
Détails bibliographiques
Auteurs principaux: Biagini, Francesca. (Auteur, 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)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:English
Publié: London : Springer London : Imprint: Springer, 2008.
Édition:1st ed. 2008.
Collection:Probability and Its Applications,
Sujets:
Probabilities.
Statistics .
Applied mathematics.
Engineering mathematics.
Probability Theory and Stochastic Processes.
Statistics for Business, Management, Economics, Finance, Insurance.
Applications of Mathematics.
Accès en ligne:https://doi.org/10.1007/978-1-84628-797-8
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!

Internet

https://doi.org/10.1007/978-1-84628-797-8

Documents similaires