Stochastic calculus for fractional Brownian motion and related processes

Author(s)

• Mishura, I︠U︡lii︠a︡ S.

Bibliographic Information

Stochastic calculus for fractional Brownian motion and related processes

Yuliya S. Mishura

（Lecture notes in mathematics, 1929）

Springer, c2008

Note

Includes bibliographical references (p. [369]-389) and index

Details

• NCID: BA84096855
• ISBN:
  • 9783540758723
• LCCN: 2007939114
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xvii, 393 p.
• Size: 24 cm
• Classification:
  • LCC : QA
• Parent Bibliography ID:
  • BA00146586