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Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
Francesca Biagini
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Description for Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
Paperback. 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. Series: Probability and its Applications. Num Pages: 342 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 18. Weight in Grams: 483.
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, ... Read more
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, ... Read more
Product Details
Publisher
Springer
Format
Paperback
Publication date
2010
Series
Probability and its Applications
Condition
New
Number of Pages
330
Place of Publication
England, United Kingdom
ISBN
9781849969949
SKU
V9781849969949
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
From the reviews: The development of stochastic integration with respect to fBm continues to be a very active area of research ... became a necessity to collect the different approaches into a single monograph, in order to allow researchers in this field to have a general and quick view of the state of the art. This ... Read more