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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications 2008 edition
Francesca Biagini
Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications 2008 edition
Francesca Biagini
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 | Książki Hardcover Book (Książka z twardym grzbietem i okładką) |
Wydane | 25 lutego 2008 |
ISBN13 | 9781852339968 |
Wydawcy | Springer London Ltd |
Strony | 330 |
Wymiary | 160 × 241 × 26 mm · 657 g |
Język | English |
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