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...
Κύριοι συγγραφείς: | Biagini, Francesca (Συγγραφέας), Hu, Yaozhong (Συγγραφέας), Øksendal, Bernt (Συγγραφέας), Zhang, Tusheng (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
London :
Springer London,
2008.
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Σειρά: | Probability and Its Applications,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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