EAN: 9781852339968

STOCHASTIC CALCULUS FOR FRACTIONAL BROWNIAN MOT...

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. Readers are
assumed to be familiar with probability theory and stochastic analysis  although the
mathematical techniques used in the book are thoroughly exposed and some of the necessary
prerequisites  such as classical white noise theory and fractional calculus  are recalled in
the appendices. This book will be a valuable reference for graduate students and researchers in
mathematics  biology  meteorology  physics  engineering and finance.

Aktuelle Preise zur EAN 9781852339968

Produktinformationen zur 9781852339968