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Stochastic Calculus for Fractional Brownian Motion and Applications (Hardcover, 2008 ed.) Loot Price: R3,807
Discovery Miles 38 070
Stochastic Calculus for Fractional Brownian Motion and Applications (Hardcover, 2008 ed.): Francesca Biagini, Yaozhong Hu,...

Stochastic Calculus for Fractional Brownian Motion and Applications (Hardcover, 2008 ed.)

Francesca Biagini, Yaozhong Hu, Bernt Oksendal, Tusheng Zhang

Series: Probability and Its Applications

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Loot Price R3,807 Discovery Miles 38 070 | 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: February 2008
First published: 2008
Authors: Francesca Biagini • Yaozhong Hu • Bernt Oksendal • Tusheng Zhang
Dimensions: 235 x 155 x 26mm (L x W x T)
Format: Hardcover
Pages: 330
Edition: 2008 ed.
ISBN-13: 978-1-85233-996-8
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 1-85233-996-9
Barcode: 9781852339968

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