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Stochastic Calculus for Fractional Brownian Motion and Applications (Paperback, Softcover reprint of hardcover 1st ed. 2008) Loot Price: R3,812
Discovery Miles 38 120
Stochastic Calculus for Fractional Brownian Motion and Applications (Paperback, Softcover reprint of hardcover 1st ed. 2008):...

Stochastic Calculus for Fractional Brownian Motion and Applications (Paperback, Softcover reprint of hardcover 1st ed. 2008)

Francesca Biagini, Yaozhong Hu, Bernt Oksendal, Tusheng Zhang

Series: Probability and Its Applications

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Loot Price R3,812 Discovery Miles 38 120 | Repayment Terms: R357 pm x 12*

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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.

General

Imprint: Springer London
Country of origin: United Kingdom
Series: Probability and Its Applications
Release date: October 2010
First published: 2008
Authors: Francesca Biagini • Yaozhong Hu • Bernt Oksendal • Tusheng Zhang
Dimensions: 235 x 155 x 24mm (L x W x T)
Format: Paperback
Pages: 330
Edition: Softcover reprint of hardcover 1st ed. 2008
ISBN-13: 978-1-84996-994-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > General
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LSN: 1-84996-994-9
Barcode: 9781849969949

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