Stochastic Calculus for Fractional Brownian Motion and Applications
Stochastic Calculus for Fractional Brownian Motion and Applications [electronic resource] /
by Francesca Biagini, Yaozhong Hu, Bernt ?ksendal, Tusheng Zhang.
- London : Springer-Verlag London Limited, 2008.
- xii, 329 p. : ill., digital ; 25 cm.
- Probability and Its Applications, 1431-7028 .
9781846287978 (electronic bk.) 9781852339968 (paper)
Stochastic analysis.
Brownian motion processes.
QA274.2 / .S75 2008
519.2
9781846287978 (electronic bk.) 9781852339968 (paper)
Stochastic analysis.
Brownian motion processes.
QA274.2 / .S75 2008
519.2
