Stochastic Calculus for Fractional Brownian Motion and Applications
Bernt Øksendal, Francesca Biagini, Tusheng Zhang, Yaozhong Hu
Springer London Ltd, 2010
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Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance.
- ISBN-13
- 9781849969949
- ISBN-10
- 1849969949
- Publisher
- Springer London Ltd
- Year
- 2010
- Publication date
- 2010-10-21
- Pages
- 330
- Dimensions
- 157x233x24
- Weight
- 530