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...
| Main Authors: | , , , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London :
Springer London,
2008.
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| Series: | Probability and Its Applications,
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
