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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...
| Clasificación: | Libro Electrónico |
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
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Milano :
Springer Milan : Imprint: Springer,
2012.
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| Edición: | 1st ed. 2012. |
| Colección: | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,
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| Acceso en línea: | Texto Completo |