Custom cover image
Stochastic calculus for fractional Brownian motion and related processes / Yuliya S. Mishura
Contributor(s): Resource type: Ressourcentyp: BuchBookPublisher number: 12175352Language: English Series: Lecture notes in mathematics ; 1929Publisher: Berlin ; Heidelberg [u.a.] : Springer, 2008Description: XVII, 393 S. ; 235 mm x 155 mmISBN:- 9783540758723
- 3540758720
- 530.4/750151922 23
- 510
- 519.233
- 510
- QA274.75
Contents:
PPN: PPN: 545552087
Wiener integration with respect to fractional Brownian motion -- Stochastic integration with respect to fBm and related topics -- Stochastic differential equations involving fractional Brownian motion -- Filtering in systems with fractional Brownian noise -- Financial applications of fractional Brownian motion -- Tactical inference with fractional Brownian motion -- A: Mandelbrot-van Ness representation : some related calculations -- Approximation of beta integrals and estimation of kernels.
| Item type | Home library | Shelving location | Call number | Status | Barcode | |
|---|---|---|---|---|---|---|
| Freihandbestand ausleihbar | Fachbibliothek Mathematik | Bibliothek / frei aufgestellt | Lect. notes / 1929 | Available | 36345677090 |
Total holds: 0