Selected Aspects of Fractional Brownian Motion
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments and a medium- or long-memory pr...
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| Format: | Electronic eBook |
| Language: | English |
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Milano :
Springer Milan : Imprint: Springer,
2012.
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| Series: | B&SS — Bocconi & Springer Series,
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| Online Access: | Full Text via HEAL-Link |
