Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications - Francesca Biagini - Books - Springer London Ltd - 9781849969949 - October 21, 2010
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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications Softcover reprint of hardcover 1st ed. 2008 edition

Francesca Biagini

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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications Softcover reprint of hardcover 1st ed. 2008 edition

The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory.

330 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 21, 2010
ISBN13 9781849969949
Publishers Springer London Ltd
Pages 330
Dimensions 233 × 157 × 24 mm   ·   480 g
Language English  
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