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Selected Aspects Of Fractional Brownian Motion

by Ivan Nourdin
language: english
Publisher: SPRINGER VERLAG, August of 2016 ‧
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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: 9788847058491
Publisher: SPRINGER VERLAG
Release Date: August of 2016
Language: English
Dimensions: 156 x 234 x 7 mm
Cover: Softcover
Pages: 124
Format: Book
Collection: Bocconi & Springer Series
Categories: Books in English > Science > Mathematics
EAN: 9788847058491

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