Stochastic Calculus for Fractional Brownian Motion and Applications (Probability and Its Applications)
ISBN-10:
1849969949
ISBN-13:
9781849969949
Author(s): Biagini, Francesca; Hu, Yaozhong
Edition: Softcover reprint of hardcover 1st ed. 2008
Description:
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.
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