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Selected Aspects of Fractional Brownian Motion

Language EnglishEnglish
Book Paperback
Book Selected Aspects of Fractional Brownian Motion Ivan Nourdin
Libristo code: 14229221
Publishers Springer Verlag, August 2016
This book explores several aspects of fractional Brownian motion, including the stochastic integrati...
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This book explores several aspects of fractional Brownian motion, including the stochastic integration, the study of its supremum and its appearance as limit of partial sums involving stationary sequences.

About the book

Full name Selected Aspects of Fractional Brownian Motion
Author Ivan Nourdin
Language English
Binding Book - Paperback
Date of issue 2016
Number of pages 124
EAN 9788847058491
ISBN 884705849X
Libristo code 14229221
Publishers Springer Verlag
Weight 454
Dimensions 155 x 235 x 8

Categories

Mathematics & Science > Mathematics > Optimization > Game theory
Mathematics & Science > Mathematics > Algebra
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Applied mathematics
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