Stochastic Calculus for Fractional Brownian Motion and Applications
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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.
| Autor: | Biagini, Francesca; Hu, Yaozhong; Oksendal, Bernt; Zhang, Tusheng |
| Nakladatel: | Springer London Ltd |
| ISBN: | 9781849969949 |
| Rok vydání: | 2010 |
| Jazyk : | Angličtina |
| Vazba: | Paperback |
| Počet stran: | 330 |
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