Stochastic calculus for fractional Brownian motion and applications

Name: Stochastic calculus for fractional Brownian motion and applications
Author: Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Tusheng Zhang

by Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Tusheng Zhang

$Cover of Stochastic calculus for fractional Brownian motion and applications$

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Stochastic analysisBrownian motion processesMathematicsDistribution (Probability theory)EconomicsStatisticsProbability Theory and Stochastic ProcessesStatistics for Business/Economics/Mathematical Finance/InsuranceApplications of Mathematics