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Stochastic Calculus For Fractional Brownian Motion And Applications

by Francesca Biagini, Bernt ØKsendal, Tusheng Zhang e Yaozhong Hu
language: english
Publisher: SPRINGER LONDON LTD, October of 2010 ‧
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Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance.

Stochastic Calculus For Fractional Brownian Motion And Applications

by Francesca Biagini, Bernt ØKsendal, Tusheng Zhang e Yaozhong Hu

Property Description
ISBN: 9781849969949
Publisher: SPRINGER LONDON LTD
Release Date: October of 2010
Language: English
Dimensions: 155 x 235 x 18 mm
Cover: Softcover
Pages: 330
Format: Book
Collection: Probability And Its Applications
Categories: Books in English > Science > Mathematics
EAN: 9781849969949

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