Selected Aspects of Fractional Brownian Motion |
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| Author:
| Nourdin, Ivan |
| Series title: | Bocconi and Springer Ser. |
| ISBN: | 978-88-470-2822-7 |
| Publication Date: | Oct 2012 |
| Publisher: | Springer Milan
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| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $159.99 |
Book Description:
|
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.
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.