Selected Aspects of Fractional Brownian Motion - Bocconi & Springer Series - Ivan Nourdin - Books - Springer Verlag - 9788847028227 - October 17, 2012
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Selected Aspects of Fractional Brownian Motion - Bocconi & Springer Series

Ivan Nourdin

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Selected Aspects of Fractional Brownian Motion - Bocconi & Springer Series

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory.


132 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 17, 2012
ISBN13 9788847028227
Publishers Springer Verlag
Pages 124
Dimensions 155 × 235 × 13 mm   ·   385 g