Stochastic Calculus for Fractional Brownian Motion and Applications pdf epub mobi txt 電子書下載 2024

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Francesca Biagini

Springer

2008-2-25

332

USD 119.00

Hardcover

Probability and its Applications- A Series of the Applied Probability Trust

9781852339968

圖書標籤: Stochastics Finance 金融數學 Mathematics 隨機分析數學投資 ~

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发表于2024-12-23

Stochastic Calculus for Fractional Brownian Motion and Applications epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Stochastic Calculus for Fractional Brownian Motion and Applications pdf epub mobi txt 電子書下載 2024

圖書描述

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.

Stochastic Calculus for Fractional Brownian Motion and Applications 下載 mobi epub pdf txt 電子書