Stochastic calculus for fractional Brownian motion and applications

Author(s)

Bibliographic Information

Stochastic calculus for fractional Brownian motion and applications

Francesca Biagini ... [et al.]

(Probability and its applications)

Springer, c2010

  • : pbk

Available at  / 1 libraries

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Note

Other authors: Yaozhong Hu, Bernt Øksendal, Tusheng Zhang

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

Related Books: 1-1 of 1

Details

  • NCID
    BB10806780
  • ISBN
    • 9781849969949
  • LCCN
    2008920683
  • Country Code
    uk
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    London
  • Pages/Volumes
    xii, 329 p.
  • Size
    25 cm
  • Parent Bibliography ID
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