| 书目名称 | Stochastic Calculus for Fractional Brownian Motion and Applications |
| 编辑 | Francesca Biagini,Yaozhong Hu,Tusheng Zhang |
| 视频video | |
| 概述 | The first book to compare the different frameworks and methods of stochastic integration for fBm. It also discusses the applications of the resulting theory..Written by leading contributors to the fie |
| 丛书名称 | Probability and Its Applications |
| 图书封面 |  |
| 描述 | .Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have been used to develop the concept of stochastic calculus for fBm. 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, engineering and finance. . |
| 出版日期 | Book 2008 |
| 关键词 | Brownian motion; Markov; Markov process; Martingale; Potential; Probability theory; Semimartingale; Stochas |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-84628-797-8 |
| isbn_softcover | 978-1-84996-994-9 |
| isbn_ebook | 978-1-84628-797-8Series ISSN 1431-7028 |
| issn_series | 1431-7028 |
| copyright | Springer-Verlag London 2008 |
发表于 2025-3-21 19:03:31
