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Selected Aspects of Fractional Brownian Motion
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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.
Kirjailija
Ivan Nourdin
Painos
Softcover reprint of the original 1st ed. 2012
ISBN
9788847058491
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
23.8.2016
Kustantaja
Springer Verlag
Sivumäärä
124