Stochastic calculus for fractional Brownian motion and applications

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Bibliographic Information

Title
"Stochastic calculus for fractional Brownian motion and applications"
Statement of Responsibility
Francesca Biagini ... [et al.]
Publisher
  • Springer
Publication Year
  • c2008
Book size
25 cm

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Notes

Other authors: Yaozhong Hu, Bernt Øksendal, Tusheng Zhang

Includes bibliographical references (p. [309]-320) and index

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Details 詳細情報について

  • CRID
    1130000795207467904
  • NII Book ID
    BA8511492X
  • ISBN
    9781852339968
  • LCCN
    2008920683
  • Web Site
    https://lccn.loc.gov/2008920683
  • Text Lang
    en
  • Country Code
    uk
  • Title Language Code
    en
  • Place of Publication
    • London
  • Data Source
    • CiNii Books
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