
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.
- Kirjailija
- Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Tusheng Zhang
- Painos
- 2008 ed.
- ISBN
- 9781852339968
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 25.2.2008
- Kustantaja
- Springer London Ltd
- Sivumäärä
- 330