Stochastic Calculus for Fractional Brownian Motion and Applications 2025 pdf epub mobi 電子書 下載

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Stochastic Calculus for Fractional Brownian Motion and Applications pdf epub mobi 圖書描述

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. Readers are assumed to be familiar with probability theory and stochastic analysis, although the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noise theory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduate students and researchers in mathematics, biology, meteorology, physics, engineering and finance.

Stochastic Calculus for Fractional Brownian Motion and Applications 2025 pdf epub mobi 電子書 下載

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發表於2025-02-03

Stochastic Calculus for Fractional Brownian Motion and Applications 2025 pdf epub mobi 電子書 下載

Stochastic Calculus for Fractional Brownian Motion and Applications 2025 pdf epub mobi 電子書 下載

Stochastic Calculus for Fractional Brownian Motion and Applications 2025 pdf epub mobi 電子書 下載

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圖書標籤: Stochastics  Finance  金融數學  Mathematics  隨機分析  數學  投資  ~   

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Stochastic Calculus for Fractional Brownian Motion and Applications 2025 pdf epub mobi 電子書 下載

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