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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: 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: 330
Pages: 330
Type: BOOK - Published: 2009-10-12 - Publisher: Springer
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: 112
Pages: 112
Type: BOOK - Published: 1999 - Publisher:
Language: en
Pages: 212
Pages: 212
Type: BOOK - Published: 2018-05-26 - Publisher: Elsevier
Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particu
