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Stochastic Calculus for Fractional Brownian Motion and Applications
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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.

Upplaga
2008 ed.
ISBN
9781852339968
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2008-02-25
Sidor
330