logo
Supporting your high street Find out how »
Basket Image

Basket

Stochastic Calculus for Fractional Brownian Motion and Applications, Hardback Book

Stochastic Calculus for Fractional Brownian Motion and Applications Hardback

Part of the Probability and Its Applications series

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.

Information

  • Format: Hardback
  • Pages: 330 pages, XII, 330 p.
  • Publisher: Springer London Ltd
  • Publication Date:
  • Category: Probability & statistics
  • ISBN: 9781852339968

Other Formats