Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)

by Biagini, Francesca
  • List Price: $139.99
  • ISBN-10: 1852339969
  • ISBN-13: 9781852339968
  • Edition: 2008th
  • Type: Hardcover
  • Publisher: Springer

About The Book

The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications... Read more

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