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

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