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Selected Aspects Of Fractional Brownian Motion

by Ivan Nourdin
language: english
Publisher: SPRINGER VERLAG, October of 2012 ‧
162,21€
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Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory.

Selected Aspects Of Fractional Brownian Motion

by Ivan Nourdin

Property Description
ISBN: 9788847028227
Publisher: SPRINGER VERLAG
Release Date: October of 2012
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Hardcover
Pages: 124
Format: Book
Collection: Bocconi & Springer Series
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9788847028227

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