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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications Francesca Biagini Softcover reprint of hardcover 1st ed. 2008 edition
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Stochastic Calculus for Fractional Brownian Motion and Applications - Probability and Its Applications
Francesca Biagini
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance.
330 pages, biography
| Media | Böcker Pocketbok (Bok med mjukt omslag och limmad rygg) |
| Releasedatum | 21 oktober 2010 |
| ISBN13 | 9781849969949 |
| Utgivare | Springer London Ltd |
| Antal sidor | 330 |
| Mått | 233 × 157 × 24 mm · 530 g |
| Språk | Engelska |
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