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Stochastic Calculus for Fractional Brownian Motion and Applications
Av Bernt Øksendal, Yaozhong Hu, Tusheng Zhang, Francesca Biagini, 2010.Del av serien Probability and Its Applications.
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.
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Laveste pris siste 30 dager: 1 448,-
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 20 dager
Stochastic Calculus for Fractional Brownian Motion and Applications
Av Bernt Øksendal, Yaozhong Hu, Tusheng Zhang, Francesca Biagini, 2010.Del av serien Probability and Its Applications.
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.
Normalpris: 1 489,-
1 340,-
Spar 149,-
Laveste pris siste 30 dager: 1 448,-
PocketEngelsk
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 20 dager
1 340,-
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