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Stochastic Calculus for Fractional Brownian Motion and Related Processes - Lecture Notes in Mathematics Yuliya Mishura 2008 edition
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Stochastic Calculus for Fractional Brownian Motion and Related Processes - Lecture Notes in Mathematics
Yuliya Mishura
Examines the theory of fractional Brownian motion and other long-memory processes.
398 pages, black & white illustrations
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 30, 2007 |
| ISBN13 | 9783540758723 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 398 |
| Dimensions | 156 × 234 × 21 mm · 612 g |
| Language | English |
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