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Selected Aspects of Fractional Brownian Motion
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Selected Aspects of Fractional Brownian Motion

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Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory.
Författare
Ivan Nourdin
Upplaga
Softcover reprint of the original 1st ed. 2012
ISBN
9788847058491
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2016-08-23
Sidor
124