Non-Fiction Books:

Stochastic Calculus for Fractional Brownian Motion and Applications

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Stochastic Calculus for Fractional Brownian Motion and Applications by Francesca Biagini
$261.99
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Description

The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance.
Release date NZ
February 25th, 2008
Country of Publication
United Kingdom
Edition
2008 ed.
Illustrations
XII, 330 p.
Imprint
Springer London Ltd
Pages
330
Dimensions
156x234x20
ISBN-13
9781852339968
Product ID
2060761

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