Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications - Francesca Biagini - Books - Springer London Ltd - 9781852339968 - February 25, 2008
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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications 2008 edition

Francesca Biagini

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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications 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.

344 pages, 1, black & white illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 25, 2008
ISBN13 9781852339968
Publishers Springer London Ltd
Pages 330
Dimensions 160 × 241 × 26 mm   ·   657 g
Language English  
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