Stochastic Calculus for Fractional Brownian Motion and Applications by Francesca
108,85 €
Fractional Brownian motion. - Intrinsic properties of the fractional Brownian motion. - Stochastic calculus. - Wiener and divergence-type integrals for fractional Brownian motion. - Fractional Wick Itô Skorohod (fWIS) integrals for fBm of Hurst index H >1/2.
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