Stochastic Calculus for Fractional Brownian Motion and Applications pdf epub mobi txt 電子書下載2025

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出版者:Springer

作者:Francesca Biagini

出品人:

頁數:332

译者:

出版時間:2008-2-25

價格:USD 119.00

裝幀:Hardcover

isbn號碼:9781852339968

叢書系列:Probability and its Applications- A Series of the Applied Probability Trust

圖書標籤:

Stochastics
Finance
金融數學
Mathematics
隨機分析
數學
投資
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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.