Stochastic calculus for fractional Brownian motion and applications
By: Francesca Biagini ... [et al.].
Contributors: Biagini, Francesca.
Series: Probability and its applications
Publisher: Springer
Published: 2008
Place of publication: London
Language: eng
Number of pages: 329
ISBN-13: 9781852339968; 9781846287978
Subjects: Stochastic analysis.; Brownian motion processes.
Notes: Includes bibliographical references (p. [309]-320) and index.