Stochastic Calculus for Fractional Brownian Motion and Related Processes

By Yuliya S. Mishura

This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3540758720
• ISBN13: 9783540758723
• Release Date: November 2007
• Publisher: Springer
• Length: 398 Pages
• Weight: 1.35 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"