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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.
Forfatter
Ivan Nourdin
Opplag
Softcover reprint of the original 1st ed. 2012
ISBN
9788847058491
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
23.8.2016
Antall sider
124