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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
2008 ed.
ISBN
9781852339968
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
25.2.2008
Antall sider
330