Selected Aspects of Fractional Brownian Motion
Ivan Nourdin
Springer Verlag, 2016
158,95 €On orderDelivery: 2-3 weeks
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
- 9788847058491
- ISBN-10
- 884705849X
- Publisher
- Springer Verlag
- Year
- 2016
- Publication date
- 2016-08-23
- Pages
- 124
- Dimensions
- 235x155x