Stochastic Calculus for Fractional Brownian Motion and Applications
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Book Overview
The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary...
Format:Paperback
Language:English
ISBN:1849969949
ISBN13:9781849969949
Release Date:October 2010
Publisher:Springer
Length:330 Pages
Weight:1.06 lbs.
Dimensions:0.7" x 6.1" x 9.2"
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