Stochastic Calculus for Fractional Brownian Motion and Applications
2294 Kč
Sleva až 70% u třetiny knih
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.
Autor: | Biagini, Francesca; Hu, Yaozhong; Oksendal, Bernt; Zhang, Tusheng |
Nakladatel: | Springer London Ltd |
ISBN: | 9781849969949 |
Rok vydání: | 2010 |
Jazyk : | Angličtina |
Vazba: | Paperback |
Počet stran: | 330 |
Mohlo by se vám také líbit..
-
Combinatorial Problems In Mathematic...
Biagini, Francesca; Hu, Yaozhong; Oksendal, Bernt; Zhang, Tusheng
-
Propositional and Predicate Calculus...
Goldrei, Derek
-
A Modern Introduction to Probability ...
Dekking, F. M; Kraaikamp, C; Lopuhaa, H P; Meester, L E
-
Bridging the Gap to University Mathe...
Hurst, Edward; Gould, Martin
-
Mathematical Writing
Vivaldi, Franco
-
Writing for Computer Science
Zobel, Justin
-
Ontological Engineering
Fernández López, Sonsoles
-
Model Predictive Control
Camacho, Eduardo F.; Bordons Alba, Carlos
-
Basic Linear Algebra
Blyth, T. S.; Robertson, E. F.
-
Further Linear Algebra
Blyth, T. S.; Robertson, E. F.
-
A Modern Introduction to Probability ...
Dekking, F. M; Kraaikamp, C; Lopuhaa, H P; Meester, L E
-
Principles of Digital Image Processing
Burger, Wilhelm
-
Dynamics and Control of Mechanical S...
He, Wei; Ge, Shuzhi Sam; How, Bernard Voon Ee; Choo, Yoo Sang
-
Social Learning Systems and Communit...
-
Forensic Computing
Sammes, Anthony J.; Jenkinson, Brian
-
An Introduction to Statistical Modeli...
Coles, Stuart