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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.

Opplag
Softcover reprint of hardcover 1st ed. 2008
ISBN
9781849969949
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
21.10.2010
Antall sider
330