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Stochastic calculus for fractional Brownian motion and applications / Francesca Biagini ...

Contributor(s): Biagini, Francesca | Hu, Yaozhong | Zhang, Tusheng | Øksendal, Bernt
Material type: TextTextSeries: Probability and its applications1431-7028Publisher: London Springer 2008Description: 329 s. 24 cmISBN: 9781852339968 (hbk.); 978-1-84628-797-8 (e-book); 1852339969 (hbk.)Subject(s): Brownian motion processes | Gaussian processes | Probability theory and stochastic processes | Stochastic analysis | SannolikhetskalkylDDC classification: 519.2 Other classification: Tha | 93E20 | 60G22 | 60H07 | 60H05 | 60G15 | 519 | 60
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