Fractional Brownian Motion: Approximations and Projections

by Oksana Banna, Yuliya Mishura, Kostiantyn Ralchenko

This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1786302608
• ISBN13: 9781786302601
• Release Date: April 2019
• Publisher: Wiley-Iste
• Length: 288 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.8" x 6.4" x 9.4"