Stochastic Calculus for Fractional Brownian Motion and Related Processes is popular PDF and ePub book, written by Yuliya Mishura in 2008-01-02, 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 Related Processes can be Read Online from any device for your convenience.
Stochastic Calculus for Fractional Brownian Motion and Related Processes Book PDF Summary
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.
Detail Book of Stochastic Calculus for Fractional Brownian Motion and Related Processes PDF
- Author : Yuliya Mishura
- Release : 02 January 2008
- Publisher : Springer Science & Business Media
- ISBN : 9783540758723
- Genre : Mathematics
- Total Page : 411 pages
- Language : English
- PDF File Size : 8,8 Mb
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