Stochastic Calculus for Fractional Brownian Motion and Related Processes pdf epub mobi txt 电子书 下载 2024


Stochastic Calculus for Fractional Brownian Motion and Related Processes

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Mishura, Yuliya
2008-1
420
$ 90.34
9783540758723

图书标签: 金融数学   


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发表于2024-11-11

Stochastic Calculus for Fractional Brownian Motion and Related Processes epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Stochastic Calculus for Fractional Brownian Motion and Related Processes epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Stochastic Calculus for Fractional Brownian Motion and Related Processes pdf epub mobi txt 电子书 下载 2024



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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.

Stochastic Calculus for Fractional Brownian Motion and Related Processes 下载 mobi epub pdf txt 电子书

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Stochastic Calculus for Fractional Brownian Motion and Related Processes pdf epub mobi txt 电子书 下载
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