Stochastic Calculus for Fractional Brownian Motion and Applications
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Stochastic Calculus for Fractional Brownian Motion and Applications by Francesca Biagini
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.
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 book very nicely attains this aim, and I can recommend it to any person interested in fractional Brownian motion. (Ivan Nourdin, Mathematical Reviews, Issue 2010 a)
| SKU | Unavailable |
| ISBN 13 | 9781849969949 |
| ISBN 10 | 1849969949 |
| Title | Stochastic Calculus for Fractional Brownian Motion and Applications |
| Author | Francesca Biagini |
| Series | Probability And Its Applications |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer London Ltd |
| Year published | 2010-10-21 |
| Number of pages | 330 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |