Stochastic calculus for fractional Brownian motion and applications
Stochastic calculus for fractional Brownian motion and applications
Francesca Biagini, Yaozhong Hu, Bernt Øksendal, Tusheng Zhang
Details
- OL Work ID
- OL16998362W
Subjects
Stochastic analysisBrownian motion processesMathematicsDistribution (Probability theory)EconomicsStatisticsProbability Theory and Stochastic ProcessesStatistics for Business/Economics/Mathematical Finance/InsuranceApplications of Mathematics