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The book delves into fractional Brownian motion (fBm), highlighting its applications across various fields such as biology and finance. It provides a thorough exploration of stochastic calculus for fBm, detailing various definitions of stochastic integration and their interconnections. While the content assumes a background in probability theory and stochastic analysis, essential mathematical concepts are revisited in the appendices. This resource serves as a crucial reference for graduate students and researchers in multiple disciplines, including mathematics, physics, and engineering.
Acquisto del libro
Stochastic Calculus for Fractional Brownian Motion and Applications, Francesca Biagini, Yaozhong Hu, Bernt Oksendal, Tusheng Zhang
- Lingua
- Pubblicato
- 2008
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- (Copertina rigida)
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