Selected aspects of fractional Brownian motion
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 and a medium- or long-memory pr...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Milano :
Springer Milan
2012.
Cham : Springer Nature |
| Edice: | B&SS Bocconi & Springer Series
|
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Selected aspects of fractional brownian motion, Ivan Nourdin, Milano, Springer, Bocconi University Press, 2012, 1 vol. (X-122 p.), Bocconi & &Springer series, 978-88-470-2822-7 |
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