Selected Aspects of Fractional Brownian Motion
Ivan Nourdin
Springer Verlag, 2012
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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.
- ISBN-13
- 9788847028227
- ISBN-10
- 8847028221
- Publisher
- Springer Verlag
- Year
- 2012
- Publication date
- 2012-10-17
- Pages
- 124
- Dimensions
- 163x242x15
- Weight
- 364