Stochastic Calculus for Fractional Brownian Motion and Related Processes pdf epub mobi txt 电子书 下载 2025
出版者:
作者:Mishura, Yuliya
出品人:
页数:420
译者:
出版时间:2008-1
价格:$ 90.34
装帧:
isbn号码:9783540758723
丛书系列:
图书标签:
- 金融数学
- Stochastic Calculus
- Fractional Brownian Motion
- Stochastic Processes
- Mathematical Finance
- Probability Theory
- Partial Differential Equations
- Martingale Theory
- Rough Paths
- Stochastic Analysis
- Time Series Analysis
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具体描述
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 financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market.
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