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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.

Upplaga
Softcover reprint of hardcover 1st ed. 2008
ISBN
9781849969949
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2010-10-21
Sidor
330