Fractional Brownian Motion
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Language: en
Pages: 133
Pages: 133
Type: BOOK - Published: 2013-01-17 - Publisher: Springer Science & Business Media
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in p
Language: en
Pages: 331
Pages: 331
Type: BOOK - Published: 2008-02-17 - Publisher: Springer Science & Business Media
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 r
Language: en
Pages: 288
Pages: 288
Type: BOOK - Published: 2019-04-30 - Publisher: John Wiley & Sons
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the p
Language: en
Pages: 411
Pages: 411
Type: BOOK - Published: 2008-01-02 - Publisher: Springer Science & Business Media
This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probabilit
Language: en
Pages: 219
Pages: 219
Type: BOOK - Published: 2013-02-21 - Publisher: Cambridge University Press
Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
