Stochastic Calculus for Fractional Brownian Motion and Related Processes 2024 pdf epub mobi 電子書 下載

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Stochastic Calculus for Fractional Brownian Motion and Related Processes pdf epub mobi 著者簡介

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

This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market.

Stochastic Calculus for Fractional Brownian Motion and Related Processes 2024 pdf epub mobi 電子書 下載

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Stochastic Calculus for Fractional Brownian Motion and Related Processes pdf epub mobi 圖書目錄

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發表於2024-12-04

Stochastic Calculus for Fractional Brownian Motion and Related Processes 2024 pdf epub mobi 電子書 下載

Stochastic Calculus for Fractional Brownian Motion and Related Processes 2024 pdf epub mobi 電子書 下載

Stochastic Calculus for Fractional Brownian Motion and Related Processes 2024 pdf epub mobi 電子書 下載

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圖書標籤: 金融數學   

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Stochastic Calculus for Fractional Brownian Motion and Related Processes 2024 pdf epub mobi 電子書 下載

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