Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and its Applications) Book + PRICE WATCH * Amazon pricing is not included in price watch

Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and its Applications) Book

Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the...Read More

from£117.38 | RRP: £49.99
* Excludes Voucher Code Discount Also available Used from £89.53
  • Foyles

    The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the ...

  • Product Description

    The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance.

As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.

Would you like your name to appear with the review?

We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.

All form fields are required.