Chargement en cours…
Stochastic Calculus for Fractional Brownian Motion and Applications
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. fBm represents a natural one-parameter extension of classical Brownian motion therefore...
| Cote: | Libro Electrónico |
|---|---|
| Auteurs principaux: | , , , |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
London :
Springer London : Imprint: Springer,
2008.
|
| Édition: | 1st ed. 2008. |
| Collection: | Probability and Its Applications
|
| Sujets: | |
| Accès en ligne: | Texto Completo |