Stochastic Calculus for Fractional Brownian Motion and Applications / Francesca Biagini (u. a.) / Buch / XII / Englisch / 2008 / SPRINGER NATURE / EAN 9781852339968 - gebunden oder broschiert
2008, ISBN: 9781852339968
[ED: Gebunden], [PU: SPRINGER NATURE], The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applicati… Mehr…
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Stochastic Calculus for Fractional Brownian Motion and Applications - gebunden oder broschiert
2008, ISBN: 9781852339968
[ED: Hardcover], [PU: Springer / Springer London / Springer, Berlin], The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration… Mehr…
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Stochastic Calculus for Fractional Brownian Motion and Applications - neues Buch
2008, ISBN: 1852339969
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… Mehr…
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Stochastic Calculus for Fractional Brownian Motion and Applications - Taschenbuch
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Stochastic Calculus for Fractional Brownian Motion and Applications / Francesca Biagini (u. a.) / Buch / XII / Englisch / 2008 / SPRINGER NATURE / EAN 9781852339968 - gebunden oder broschiert
2008, ISBN: 9781852339968
[ED: Gebunden], [PU: SPRINGER NATURE], The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applicati… Mehr…
Hu, Yaozhong;Biagini, Francesca;Zhang, Tusheng:
Stochastic Calculus for Fractional Brownian Motion and Applications - gebunden oder broschiert2008, ISBN: 9781852339968
[ED: Hardcover], [PU: Springer / Springer London / Springer, Berlin], The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration… Mehr…
Stochastic Calculus for Fractional Brownian Motion and Applications - neues Buch
2025
ISBN: 9781852339968
[ED: Buch], [PU: Springer-Verlag GmbH], Neuware - The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to giv… Mehr…
Stochastic Calculus for Fractional Brownian Motion and Applications - neues Buch
2008, ISBN: 1852339969
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… Mehr…
Stochastic Calculus for Fractional Brownian Motion and Applications - Taschenbuch
2008, ISBN: 9781852339968
Stochastic Calculus for Fractional Brownian Motion and Applications - Auflage 2008: ab 128.49 € Bücher > Wissenschaft > Mathematik Springer-Verlag GmbH Buch (gebunden), Springer-Verlag GmbH
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Detailangaben zum Buch - Stochastic Calculus for Fractional Brownian Motion and Applications
EAN (ISBN-13): 9781852339968
ISBN (ISBN-10): 1852339969
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2008
Herausgeber: Springer-Verlag GmbH
Buch in der Datenbank seit 2014-02-17T15:04:12+01:00 (Berlin)
Detailseite zuletzt geändert am 2023-12-25T17:22:42+01:00 (Berlin)
ISBN/EAN: 1852339969
ISBN - alternative Schreibweisen:
1-85233-996-9, 978-1-85233-996-8
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: bernt, oksendal
Titel des Buches: fractional calculus, applications probability, brownian motion and stochastic calculus
Daten vom Verlag:
Autor/in: Francesca Biagini; Yaozhong Hu; Bernt Øksendal; Tusheng Zhang
Titel: Probability and Its Applications; Stochastic Calculus for Fractional Brownian Motion and Applications
Verlag: Springer; Springer London
330 Seiten
Erscheinungsjahr: 2008-02-25
London; GB
Gedruckt / Hergestellt in Niederlande.
Sprache: Englisch
139,09 € (DE)
142,99 € (AT)
153,50 CHF (CH)
POD
XII, 330 p.
BB; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Brownian motion; Markov; Markov process; Martingale; Potential; Probability theory; Semimartingale; Stochastic calculus; calculus; equation; fractional Brownian motion; local time; mathematics; model; partial differential equation; Probability Theory; Statistics in Business, Management, Economics, Finance, Insurance; Applications of Mathematics; Stochastik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Angewandte Mathematik; BC
Fractional Brownian motion.- Intrinsic properties of the fractional Brownian motion.- Stochastic calculus.- Wiener and divergence-type integrals for fractional Brownian motion.- Fractional Wick Itô Skorohod (fWIS) integrals for fBm of Hurst index H >1/2.- WickItô Skorohod (WIS) integrals for fractional Brownian motion.- Pathwise integrals for fractional Brownian motion.- A useful summary.- Applications of stochastic calculus.- Fractional Brownian motion in finance.- Stochastic partial differential equations driven by fractional Brownian fields.- Stochastic optimal control and applications.- Local time for fractional Brownian motion.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 field.
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