Selected Aspects of Fractional Brownian Motion

by Ivan Nourdin

No Customer Reviews

Select Format

Select Condition

Book Overview

1. Preliminaries.- 2. Fractional Brownian motion.- 3. Integration with respect to fractional Brownian motion.- 4. Supremum of the fractional Brownian motion.- 5. Malliavin calculus in a nutshell.- 6. Central limit theorem on the Wiener space.- 7. Weak convergence of partial sums of stationary sequences.- 8. Non-commutative fractional Brownian motion.

Format:Paperback

Language:English

ISBN:884705849X

ISBN13:9788847058491

Release Date:August 2016

Publisher:Springer

Length:124 Pages

Weight:0.44 lbs.

Dimensions:0.3" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

Customer Reviews

0 rating

Write a review

ThriftBooks sells millions of used books at the lowest everyday prices. We personally assess every book's quality and offer rare, out-of-print treasures. We deliver the joy of reading in recyclable packaging with free standard shipping on US orders over $15. ThriftBooks.com. Read more. Spend less.

Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks^® and the ThriftBooks^® logo are registered trademarks of Thrift Books Global, LLC

Selected Aspects of Fractional Brownian Motion

Select Format

Select Condition

Recommended

Book Overview

Customer Reviews

Popular Categories

Website

My Account

Partnerships

Quick Help

About Us

Follow Us