Stochastic Calculus for Fractional Brownian Motion and Applications is popular PDF and ePub book, written by Francesca Biagini in 2008-02-17, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Stochastic Calculus for Fractional Brownian Motion and Applications can be Read Online from any device for your convenience.
Stochastic Calculus for Fractional Brownian Motion and Applications Book PDF Summary
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.
Detail Book of Stochastic Calculus for Fractional Brownian Motion and Applications PDF
- Author : Francesca Biagini
- Release : 17 February 2008
- Publisher : Springer Science & Business Media
- ISBN : 9781846287978
- Genre : Mathematics
- Total Page : 331 pages
- Language : English
- PDF File Size : 14,9 Mb
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