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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| Autor corporatiu: | |
| Format: | Electrònic eBook |
| Idioma: | English |
| Publicat: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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| Edició: | 1st ed. 2008. |
| Periòdiques: | Lecture Notes in Mathematics,
1929 |
| Matèries: | |
| Accés en línia: | https://doi.org/10.1007/978-3-540-75873-0 |
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