Stochastic calculus for fractional Brownian motion and related processes

Stochastic calculus for fractional Brownian motion and related processes

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Bibliographic Details
Main Author : Mishura Yuliya S. (Auteur)
Format : Book
Language : anglais
Title statement : Stochastic calculus for fractional Brownian motion and related processes / Yuliya S. Mishura
Published : Berlin, Heidelberg : Springer , cop. 2008
Physical Description : 1 vol. (XVII-393 p.)
Series : Lecture notes in mathematics ; 1929
Subjects :
Mouvement brownien, Processus de
Ordres stochastiques
Related Items : Additional physical form: Stochastic Calculus for Fractional Brownian Motion and Related Processes
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