6027372
9781852339968
Stochastic Calculus for Fractional Brownian Motion and Applications
by Biagini, Francesca, Hu, Yaozhong, Oksendal, Bernt
31245
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Product details
- ISBN-13: 9781852339968
- ISBN: 1852339969
- Publication Date: 2008
- Publisher: Springer
AUTHOR
SUMMARY
In recent years it has been observed that fraction Brownian motion (fBm) possesses several properties which suggest its use in finance and other areas. This book discusses fBm from a stochastic calculus point of view, and develops many important results for its application.Biagini, Francesca is the author of 'Stochastic Calculus for Fractional Brownian Motion and Applications', published 2008 under ISBN 9781852339968 and ISBN 1852339969.
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