| 书目名称 | Stochastic Calculus for Fractional Brownian Motion and Related Processes |
| 编辑 | Yuliya S. Mishura |
| 视频video | |
| 概述 | Includes supplementary material: |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | .The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. Among these are results about Levy characterization of fractional Brownian motion, maximal moment inequalities for Wiener integrals including the values 0 |
| 出版日期 | Book 2008 |
| 关键词 | Maxima; Probability theory; Stochastic calculus; financial markets; fractional Brownian motion; statistic |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-75873-0 |
| isbn_softcover | 978-3-540-75872-3 |
| isbn_ebook | 978-3-540-75873-0Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2008 |
发表于 2025-3-21 17:26:02
