Stochastic Calculus for Fractional Brownian Motion and Applications 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Francesca Biagini 作者

Springer

译者

2008-2-25 出版日期

332 页数

USD 119.00 价格

Hardcover

Probability and its Applications- A Series of the Applied Probability Trust 丛书系列

9781852339968 图书编码

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Stochastic Calculus for Fractional Brownian Motion and Applications 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Stochastic Calculus for Fractional Brownian Motion and Applications 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Stochastic Calculus for Fractional Brownian Motion and Applications 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Stochastic Calculus for Fractional Brownian Motion and Applications 在线电子书图书描述

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.

Stochastic Calculus for Fractional Brownian Motion and Applications 在线电子书下载 mobi epub pdf txt 在线电子书下载

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