Stochastic calculus for fractional Brownian motion and related processes
By: Yuliya S. Mishura.
Series: Lecture notes in mathematics -- 1929.; Lecture notes in mathematics (Springer-Verlag) -- 1929.
Publisher: Springer-Verlag
Published: 2008
Place of publication: Berlin; New York
Language: eng
Number of pages: 393
ISBN-13: 9783540758723
Subjects: Stochastic analysis.; Brownian motion processes -- Mathematical models.; Brownian movements -- Mathematical models.
Notes: Includes bibliographical references (p. [369]-389) and index.