
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.
- Författare
- Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Tusheng Zhang
- Upplaga
- 2008 ed.
- ISBN
- 9781852339968
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2008-02-25
- Förlag
- Springer London Ltd
- Sidor
- 330
