
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.
- Forfatter
- Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Tusheng Zhang
- Opplag
- 2008 ed.
- ISBN
- 9781852339968
- Språk
- Engelsk
- Vekt
- 446 gram
- Utgivelsesdato
- 25.2.2008
- Forlag
- Springer London Ltd
- Antall sider
- 330
