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Stochastic Calculus for Fractional Brownian Motion and Related Processes

The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Le...

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書誌詳細
第一著者:	Mishura, Yuliya. (著者, http://id.loc.gov/vocabulary/relators/aut)
団体著者:	SpringerLink (Online service)
フォーマット:	電子媒体 eBook
言語:	English
出版事項:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
版:	1st ed. 2008.
シリーズ:	Lecture Notes in Mathematics, 1929
主題:	Probabilities. Game theory. Probability Theory and Stochastic Processes. Game Theory, Economics, Social and Behav. Sciences.
オンライン･アクセス:	https://doi.org/10.1007/978-3-540-75873-0
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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