Stochastic Calculus for Fractional Brownian Motion and Applications |
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| Author:
| Biagini, Francesca
Hu, Yaozhong
Øksendal, Bernt
Zhang, Tusheng |
| Series title: | Probability and Its Applications Ser. |
| ISBN: | 978-1-85233-996-8 |
| Publication Date: | Feb 2008 |
| Publisher: | Springer London, Limited
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| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $139.99 |
Book Description:
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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.
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.