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Télécharger le livre : Selected Aspects of Fractional Brownian Motion
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Selected Aspects of Fractional Brownian Motion
Ivan Nourdin
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory. As a centered Gaussian process, it is characterized by the stationarity of its increments...

Editeur : Springer
Parution : 2013-01-17
Collection : Bocconi & Springer Series
ePub

137,14 €